Historical Volatility (Parkinson) (30-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.

State Street SPDR US Small Cap Low Volatility Index ETF (SMLV) had 30-Day Historical Volatility (Parkinson) of 0.0991 for 2025-12-04.

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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1662
Historical Volatility (Parkinson)	0.0991
Implied Volatility (Calls)	0.1751
Implied Volatility (Puts)	0.1148
Implied Volatility (Mean)	0.1449
Put-Call Implied Volatility Ratio	0.6556
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--