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.

Sandstorm Gold Ltd (SAND) had 20-Day Historical Volatility (Parkinson) of 0.3091 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)	0.3756
Historical Volatility (Parkinson)	0.3091
Implied Volatility (Calls)	0.4179
Implied Volatility (Puts)	0.4629
Implied Volatility (Mean)	0.4404
Put-Call Implied Volatility Ratio	1.1076
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2807
Put-Call Ratio (Open Interest)	0.4110
Forward Price	5.54
Call Breakeven Price	6.14
Put Breakeven Price	5.05
Option Breakeven Price	5.84