Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.1606 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)	0.1885
Historical Volatility (Parkinson)	0.1606
Implied Volatility (Calls)	0.1360
Implied Volatility (Puts)	0.1591
Implied Volatility (Mean)	0.1475
Put-Call Implied Volatility Ratio	1.1697
Implied Volatility Skew	0.0299
Option Statistics
Put-Call Ratio (Volume)	3.4104
Put-Call Ratio (Open Interest)	2.2112
Forward Price	255.60
Call Breakeven Price	267.04
Put Breakeven Price	244.46
Option Breakeven Price	254.21