Historical Volatility (Parkinson) (10-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.

SPDR S&P 500 ETF (SPY) had 10-Day Historical Volatility (Parkinson) of 0.0997 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1458
Historical Volatility (Parkinson)	0.0997
Implied Volatility (Calls)	0.1300
Implied Volatility (Puts)	0.1345
Implied Volatility (Mean)	0.1323
Put-Call Implied Volatility Ratio	1.0344
Implied Volatility Skew	0.0383
Option Statistics
Put-Call Ratio (Volume)	0.9942
Put-Call Ratio (Open Interest)	1.1897
Forward Price	420.57
Call Breakeven Price	424.94
Put Breakeven Price	402.97
Option Breakeven Price	413.00