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.

Rio Tinto PLC (RIO) had 60-Day Historical Volatility (Parkinson) of 0.1515 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2282
Historical Volatility (Parkinson)	0.1515
Implied Volatility (Calls)	0.2377
Implied Volatility (Puts)	0.2447
Implied Volatility (Mean)	0.2412
Put-Call Implied Volatility Ratio	1.0294
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6905
Put-Call Ratio (Open Interest)	1.0369
Forward Price	68.81
Call Breakeven Price	77.35
Put Breakeven Price	61.53
Option Breakeven Price	69.27