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.

SAP SE (SAP) had 120-Day Historical Volatility (Parkinson) of 0.1250 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2514
Historical Volatility (Parkinson)	0.1250
Implied Volatility (Calls)	0.1905
Implied Volatility (Puts)	0.2768
Implied Volatility (Mean)	0.2336
Put-Call Implied Volatility Ratio	1.4532
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	7.4081
Put-Call Ratio (Open Interest)	1.9062
Forward Price	179.81
Call Breakeven Price	204.53
Put Breakeven Price	155.08
Option Breakeven Price	172.01