Historical Volatility (Parkinson) (120-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.

Science Applications International Corporation (SAIC) had 120-Day Historical Volatility (Parkinson) of 0.2340 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3261
Historical Volatility (Parkinson)	0.2340
Implied Volatility (Calls)	0.2213
Implied Volatility (Puts)	0.2200
Implied Volatility (Mean)	0.2206
Put-Call Implied Volatility Ratio	0.9941
Implied Volatility Skew	0.0271
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3954
Forward Price	117.02
Call Breakeven Price	136.14
Put Breakeven Price	106.84
Option Breakeven Price	128.29