Historical Volatility (Parkinson) (150-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.

YieldMax SNOW Option Income Strategy ETF (SNOY) had 150-Day Historical Volatility (Parkinson) of 0.3297 for 2025-07-02.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4373
Historical Volatility (Parkinson)	0.3297
Implied Volatility (Calls)	0.6388
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	1.6023