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.

The Boston Beer Company, Inc. (SAM) had 120-Day Historical Volatility (Parkinson) of 0.2542 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3728
Historical Volatility (Parkinson)	0.2542
Implied Volatility (Calls)	0.2875
Implied Volatility (Puts)	0.2906
Implied Volatility (Mean)	0.2891
Put-Call Implied Volatility Ratio	1.0111
Implied Volatility Skew	0.0214
Option Statistics
Put-Call Ratio (Volume)	0.2145
Put-Call Ratio (Open Interest)	4.5687
Forward Price	283.69
Call Breakeven Price	374.67
Put Breakeven Price	235.13
Option Breakeven Price	261.36