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.

The Simply Good Foods Company (SMPL) had 60-Day Historical Volatility (Parkinson) of 0.3180 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3281
Historical Volatility (Parkinson)	0.3180
Implied Volatility (Calls)	0.3595
Implied Volatility (Puts)	0.3472
Implied Volatility (Mean)	0.3533
Put-Call Implied Volatility Ratio	0.9657
Implied Volatility Skew	0.0548
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0398
Forward Price	37.44
Call Breakeven Price	38.86
Put Breakeven Price	31.21
Option Breakeven Price	38.50