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.

Royalty Pharma PLC (RPRX) had 30-Day Historical Volatility (Parkinson) of 0.1968 for 2024-05-14.

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

Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1840
Historical Volatility (Parkinson)	0.1968
Implied Volatility (Calls)	0.4169
Implied Volatility (Puts)	0.3567
Implied Volatility (Mean)	0.3868
Put-Call Implied Volatility Ratio	0.8554
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5412
Put-Call Ratio (Open Interest)	1.1156
Forward Price	28.48
Call Breakeven Price	32.13
Put Breakeven Price	24.61
Option Breakeven Price	28.71