Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2602 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)	0.2257
Historical Volatility (Parkinson)	0.2602
Implied Volatility (Calls)	0.2441
Implied Volatility (Puts)	0.2463
Implied Volatility (Mean)	0.2452
Put-Call Implied Volatility Ratio	1.0089
Implied Volatility Skew	0.0340
Option Statistics
Put-Call Ratio (Volume)	22.5036
Put-Call Ratio (Open Interest)	1.5054
Forward Price	281.35
Call Breakeven Price	365.47
Put Breakeven Price	263.67
Option Breakeven Price	304.55