Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.2230 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)	0.3246
Historical Volatility (Parkinson)	0.2230
Implied Volatility (Calls)	0.2869
Implied Volatility (Puts)	0.3016
Implied Volatility (Mean)	0.2942
Put-Call Implied Volatility Ratio	1.0512
Implied Volatility Skew	0.0342
Option Statistics
Put-Call Ratio (Volume)	0.8561
Put-Call Ratio (Open Interest)	0.4964
Forward Price	84.36
Call Breakeven Price	96.51
Put Breakeven Price	77.33
Option Breakeven Price	90.19