Historical Volatility (Parkinson) (180-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.

Similarweb Ltd. (SMWB) had 180-Day Historical Volatility (Parkinson) of 0.5226 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4985
Historical Volatility (Parkinson)	0.5226
Implied Volatility (Calls)	0.5197
Implied Volatility (Puts)	0.5851
Implied Volatility (Mean)	0.5524
Put-Call Implied Volatility Ratio	1.1258
Implied Volatility Skew	0.0556
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5714
Forward Price	7.77
Call Breakeven Price	11.79
Put Breakeven Price	7.47
Option Breakeven Price	10.22