Historical Volatility (Parkinson) (90-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 Southern Company (SO) had 90-Day Historical Volatility (Parkinson) of 0.1669 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)	0.1741
Historical Volatility (Parkinson)	0.1669
Implied Volatility (Calls)	0.1487
Implied Volatility (Puts)	0.2092
Implied Volatility (Mean)	0.1790
Put-Call Implied Volatility Ratio	1.4071
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3672
Put-Call Ratio (Open Interest)	0.4226
Forward Price	75.47
Call Breakeven Price	79.82
Put Breakeven Price	66.19
Option Breakeven Price	75.96