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.

SurgePays, Inc. (SURG) had 10-Day Historical Volatility (Parkinson) of 1.0375 for 2026-07-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6191
Historical Volatility (Parkinson)	1.0375
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0082