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 0.2032 for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2534
Historical Volatility (Parkinson)	0.2032
Implied Volatility (Calls)	0.2318
Implied Volatility (Puts)	0.2596
Implied Volatility (Mean)	0.2457
Put-Call Implied Volatility Ratio	1.1199
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	3.6231
Put-Call Ratio (Open Interest)	0.6860
Forward Price	383.62
Call Breakeven Price	493.03
Put Breakeven Price	312.47
Option Breakeven Price	420.33

Data from Quantcha