Historical Volatility (Parkinson) (150-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.

Standex International Corporation (SXI) had 150-Day Historical Volatility (Parkinson) of 0.2465 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2605
Historical Volatility (Parkinson)	0.2465
Implied Volatility (Calls)	0.3438
Implied Volatility (Puts)	0.3681
Implied Volatility (Mean)	0.3560
Put-Call Implied Volatility Ratio	1.0707
Implied Volatility Skew	0.0445
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7326
Forward Price	98.17
Call Breakeven Price	117.76
Put Breakeven Price	68.91
Option Breakeven Price	97.90

Data from Quantcha