Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.3576 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5357
Historical Volatility (Parkinson)	0.3576
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2655
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0714
Put-Call Ratio (Open Interest)	0.3585
Forward Price	113.60
Call Breakeven Price	134.03
Put Breakeven Price	106.03
Option Breakeven Price	127.79