Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1905 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2421
Historical Volatility (Parkinson)	0.1905
Implied Volatility (Calls)	0.2928
Implied Volatility (Puts)	0.2577
Implied Volatility (Mean)	0.2752
Put-Call Implied Volatility Ratio	0.8801
Implied Volatility Skew	0.1761
Option Statistics
Put-Call Ratio (Volume)	0.9834
Put-Call Ratio (Open Interest)	2.4366
Forward Price	359.57
Call Breakeven Price	388.37
Put Breakeven Price	334.89
Option Breakeven Price	350.42

Data from Quantcha