Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.0851 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1075
Historical Volatility (Parkinson)	0.0851
Implied Volatility (Calls)	0.1526
Implied Volatility (Puts)	0.1707
Implied Volatility (Mean)	0.1617
Put-Call Implied Volatility Ratio	1.1189
Implied Volatility Skew	0.0381
Option Statistics
Put-Call Ratio (Volume)	0.8080
Put-Call Ratio (Open Interest)	1.8725
Forward Price	508.19
Call Breakeven Price	557.80
Put Breakeven Price	425.68
Option Breakeven Price	471.78