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.

Sandstorm Gold Ltd (SAND) had 60-Day Historical Volatility (Parkinson) of 0.3424 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)	0.3536
Historical Volatility (Parkinson)	0.3424
Implied Volatility (Calls)	0.3815
Implied Volatility (Puts)	0.4072
Implied Volatility (Mean)	0.3944
Put-Call Implied Volatility Ratio	1.0673
Implied Volatility Skew	-0.0104
Option Statistics
Put-Call Ratio (Volume)	0.2009
Put-Call Ratio (Open Interest)	0.1575
Forward Price	5.57
Call Breakeven Price	6.36
Put Breakeven Price	4.71
Option Breakeven Price	6.14