Historical Volatility (Parkinson) (20-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.

The Simply Good Foods Company (SMPL) had 20-Day Historical Volatility (Parkinson) of 0.3281 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)	0.3436
Historical Volatility (Parkinson)	0.3281
Implied Volatility (Calls)	0.3659
Implied Volatility (Puts)	0.4994
Implied Volatility (Mean)	0.4326
Put-Call Implied Volatility Ratio	1.3647
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1626
Forward Price	36.56
Call Breakeven Price	39.43
Put Breakeven Price	32.69
Option Breakeven Price	38.48