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.

Stanley Black & Decker, Inc. (SWK) had 20-Day Historical Volatility (Parkinson) of 0.2470 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3824
Historical Volatility (Parkinson)	0.2470
Implied Volatility (Calls)	0.2397
Implied Volatility (Puts)	0.2619
Implied Volatility (Mean)	0.2508
Put-Call Implied Volatility Ratio	1.0925
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2153
Put-Call Ratio (Open Interest)	0.7231
Forward Price	83.70
Call Breakeven Price	98.42
Put Breakeven Price	75.04
Option Breakeven Price	88.63