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.

Spotify Technology (SPOT) had 120-Day Historical Volatility (Parkinson) of 0.3246 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3913
Historical Volatility (Parkinson)	0.3246
Implied Volatility (Calls)	0.3931
Implied Volatility (Puts)	0.3938
Implied Volatility (Mean)	0.3934
Put-Call Implied Volatility Ratio	1.0018
Implied Volatility Skew	0.0128
Option Statistics
Put-Call Ratio (Volume)	2.6020
Put-Call Ratio (Open Interest)	1.2263
Forward Price	303.35
Call Breakeven Price	335.01
Put Breakeven Price	209.85
Option Breakeven Price	265.89