Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.0945 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1281
Historical Volatility (Parkinson)	0.0945
Implied Volatility (Calls)	0.1346
Implied Volatility (Puts)	0.1631
Implied Volatility (Mean)	0.1489
Put-Call Implied Volatility Ratio	1.2117
Implied Volatility Skew	0.0367
Option Statistics
Put-Call Ratio (Volume)	3.6788
Put-Call Ratio (Open Interest)	2.4350
Forward Price	421.86
Call Breakeven Price	442.63
Put Breakeven Price	350.93
Option Breakeven Price	377.65