Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

RELX PLC (RELX) had 120-Day Historical Volatility (Parkinson) of 0.0979 for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1753
Historical Volatility (Parkinson)	0.0979
Implied Volatility (Calls)	0.1779
Implied Volatility (Puts)	0.2794
Implied Volatility (Mean)	0.2286
Put-Call Implied Volatility Ratio	1.5702
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3122
Forward Price	40.97
Call Breakeven Price	50.03
Put Breakeven Price	37.30
Option Breakeven Price	47.70