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.

SL Green Realty Corporation (SLG) had 60-Day Historical Volatility (Parkinson) of 0.3988 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4547
Historical Volatility (Parkinson)	0.3988
Implied Volatility (Calls)	0.4426
Implied Volatility (Puts)	0.4585
Implied Volatility (Mean)	0.4505
Put-Call Implied Volatility Ratio	1.0360
Implied Volatility Skew	-0.0154
Option Statistics
Put-Call Ratio (Volume)	2.1129
Put-Call Ratio (Open Interest)	3.7215
Forward Price	53.51
Call Breakeven Price	60.26
Put Breakeven Price	37.11
Option Breakeven Price	41.94