Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.0958 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1420
Historical Volatility (Parkinson)	0.0958
Implied Volatility (Calls)	0.3212
Implied Volatility (Puts)	0.2721
Implied Volatility (Mean)	0.2967
Put-Call Implied Volatility Ratio	0.8472
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0330
Forward Price	42.09
Call Breakeven Price	43.17
Put Breakeven Price	39.00
Option Breakeven Price	42.95