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.

Stellantis N.V. (STLA) had 60-Day Historical Volatility (Parkinson) of 0.1458 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2450
Historical Volatility (Parkinson)	0.1458
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5167
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3961
Put-Call Ratio (Open Interest)	0.3967
Forward Price	24.53
Call Breakeven Price	28.93
Put Breakeven Price	22.05
Option Breakeven Price	27.39