Historical Volatility (Parkinson) (90-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.

Revolution Medicines, Inc. (RVMD) had 90-Day Historical Volatility (Parkinson) of 0.4493 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4290
Historical Volatility (Parkinson)	0.4493
Implied Volatility (Calls)	0.7359
Implied Volatility (Puts)	0.7919
Implied Volatility (Mean)	0.7639
Put-Call Implied Volatility Ratio	1.0760
Implied Volatility Skew	-0.0232
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6083
Forward Price	39.62
Call Breakeven Price	44.05
Put Breakeven Price	29.35
Option Breakeven Price	39.15