Historical Volatility (Parkinson) (120-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.

Stellantis N.V. (STLA) had 120-Day Historical Volatility (Parkinson) of 0.1457 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2728
Historical Volatility (Parkinson)	0.1457
Implied Volatility (Calls)	0.3119
Implied Volatility (Puts)	0.3146
Implied Volatility (Mean)	0.3133
Put-Call Implied Volatility Ratio	1.0085
Implied Volatility Skew	-0.0395
Option Statistics
Put-Call Ratio (Volume)	1.4815
Put-Call Ratio (Open Interest)	1.6146
Forward Price	25.02
Call Breakeven Price	29.53
Put Breakeven Price	19.69
Option Breakeven Price	23.46