Historical Volatility (Parkinson) (30-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.

Rio Tinto PLC (RIO) had 30-Day Historical Volatility (Parkinson) of 0.1644 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2580
Historical Volatility (Parkinson)	0.1644
Implied Volatility (Calls)	0.2643
Implied Volatility (Puts)	0.2634
Implied Volatility (Mean)	0.2639
Put-Call Implied Volatility Ratio	0.9964
Implied Volatility Skew	0.0376
Option Statistics
Put-Call Ratio (Volume)	0.5563
Put-Call Ratio (Open Interest)	0.5251
Forward Price	67.26
Call Breakeven Price	70.09
Put Breakeven Price	61.37
Option Breakeven Price	67.06