Historical Volatility (Parkinson) (150-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.

Renasant Corporation (RNST) had 150-Day Historical Volatility (Parkinson) of 0.2795 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2925
Historical Volatility (Parkinson)	0.2795
Implied Volatility (Calls)	0.3382
Implied Volatility (Puts)	0.3710
Implied Volatility (Mean)	0.3546
Put-Call Implied Volatility Ratio	1.0968
Implied Volatility Skew	0.0641
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.8394
Forward Price	31.15
Call Breakeven Price	38.15
Put Breakeven Price	20.09
Option Breakeven Price	28.75