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 0.2545 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3408
Historical Volatility (Parkinson)	0.2545
Implied Volatility (Calls)	0.2217
Implied Volatility (Puts)	0.2631
Implied Volatility (Mean)	0.2424
Put-Call Implied Volatility Ratio	1.1867
Implied Volatility Skew	0.0303
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	--
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--

Data from Quantcha