Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.1482 for 2023-03-30.

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

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1678
Historical Volatility (Parkinson)	0.1482
Implied Volatility (Calls)	0.1760
Implied Volatility (Puts)	0.1948
Implied Volatility (Mean)	0.1854
Put-Call Implied Volatility Ratio	1.1068
Implied Volatility Skew	0.0585
Option Statistics
Put-Call Ratio (Volume)	1.9453
Put-Call Ratio (Open Interest)	1.7696
Forward Price	407.12
Call Breakeven Price	454.87
Put Breakeven Price	346.48
Option Breakeven Price	385.62