Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.0909 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1211
Historical Volatility (Parkinson)	0.0909
Implied Volatility (Calls)	0.0920
Implied Volatility (Puts)	0.1271
Implied Volatility (Mean)	0.1095
Put-Call Implied Volatility Ratio	1.3816
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8727
Put-Call Ratio (Open Interest)	2.4311
Forward Price	429.72
Call Breakeven Price	446.83
Put Breakeven Price	375.37
Option Breakeven Price	396.24