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.

Constellation Brands Inc (STZ) had 120-Day Historical Volatility (Parkinson) of 0.1637 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)	0.1676
Historical Volatility (Parkinson)	0.1637
Implied Volatility (Calls)	0.1792
Implied Volatility (Puts)	0.1866
Implied Volatility (Mean)	0.1829
Put-Call Implied Volatility Ratio	1.0412
Implied Volatility Skew	0.0216
Option Statistics
Put-Call Ratio (Volume)	1.5556
Put-Call Ratio (Open Interest)	1.3238
Forward Price	259.48
Call Breakeven Price	284.34
Put Breakeven Price	233.70
Option Breakeven Price	255.44