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 0.0975 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1110
Historical Volatility (Parkinson)	0.0975
Implied Volatility (Calls)	0.1235
Implied Volatility (Puts)	0.1566
Implied Volatility (Mean)	0.1400
Put-Call Implied Volatility Ratio	1.2675
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.7628
Put-Call Ratio (Open Interest)	1.5698
Forward Price	507.26
Call Breakeven Price	532.73
Put Breakeven Price	429.31
Option Breakeven Price	469.44