Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.2106 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3381
Historical Volatility (Parkinson)	0.2106
Implied Volatility (Calls)	0.1824
Implied Volatility (Puts)	0.2576
Implied Volatility (Mean)	0.2200
Put-Call Implied Volatility Ratio	1.4124
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4006
Put-Call Ratio (Open Interest)	0.7824
Forward Price	87.82
Call Breakeven Price	97.27
Put Breakeven Price	75.57
Option Breakeven Price	87.74