Historical Volatility (Parkinson) (10-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.

Constellation Brands Inc (STZ) had 10-Day Historical Volatility (Parkinson) of 0.1551 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2101
Historical Volatility (Parkinson)	0.1551
Implied Volatility (Calls)	0.1546
Implied Volatility (Puts)	0.1489
Implied Volatility (Mean)	0.1517
Put-Call Implied Volatility Ratio	0.9632
Implied Volatility Skew	0.0567
Option Statistics
Put-Call Ratio (Volume)	2.1702
Put-Call Ratio (Open Interest)	1.1758
Forward Price	258.97
Call Breakeven Price	268.85
Put Breakeven Price	248.20
Option Breakeven Price	257.69