Historical Volatility (Parkinson) (150-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.

ProShares UltraPro Short QQQ (SQQQ) had 150-Day Historical Volatility (Parkinson) of 0.3573 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4799
Historical Volatility (Parkinson)	0.3573
Implied Volatility (Calls)	0.4616
Implied Volatility (Puts)	0.5614
Implied Volatility (Mean)	0.5115
Put-Call Implied Volatility Ratio	1.2161
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2148
Put-Call Ratio (Open Interest)	0.1145
Forward Price	9.92
Call Breakeven Price	14.26
Put Breakeven Price	8.86
Option Breakeven Price	13.70