Historical Volatility (Parkinson) (120-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.

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) had 120-Day Historical Volatility (Parkinson) of 0.0171 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0216
Historical Volatility (Parkinson)	0.0171
Implied Volatility (Calls)	0.0494
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	0.0364
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000