Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.0878 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1154
Historical Volatility (Parkinson)	0.0878
Implied Volatility (Calls)	0.1524
Implied Volatility (Puts)	0.1791
Implied Volatility (Mean)	0.1657
Put-Call Implied Volatility Ratio	1.1754
Implied Volatility Skew	0.0316
Option Statistics
Put-Call Ratio (Volume)	1.0263
Put-Call Ratio (Open Interest)	1.3095
Forward Price	504.57
Call Breakeven Price	551.21
Put Breakeven Price	432.81
Option Breakeven Price	483.02