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.

SPDR S&P 500 ETF (SPY) had 120-Day Historical Volatility (Parkinson) of 0.0898 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1142
Historical Volatility (Parkinson)	0.0898
Implied Volatility (Calls)	0.1610
Implied Volatility (Puts)	0.1391
Implied Volatility (Mean)	0.1501
Put-Call Implied Volatility Ratio	0.8640
Implied Volatility Skew	0.0699
Option Statistics
Put-Call Ratio (Volume)	1.4625
Put-Call Ratio (Open Interest)	1.6371
Forward Price	514.79
Call Breakeven Price	550.68
Put Breakeven Price	447.48
Option Breakeven Price	487.64