Historical Volatility (Parkinson) (90-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.

SEI Enhanced U.S. Large Cap Momentum Factor ETF (SEIM) had 90-Day Historical Volatility (Parkinson) of 0.1296 for 2026-01-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1684
Historical Volatility (Parkinson)	0.1296
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--