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 0.2335 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2964
Historical Volatility (Parkinson)	0.2335
Implied Volatility (Calls)	0.3243
Implied Volatility (Puts)	0.3575
Implied Volatility (Mean)	0.3409
Put-Call Implied Volatility Ratio	1.1024
Implied Volatility Skew	0.0383
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.0000
Forward Price	86.60
Call Breakeven Price	111.65
Put Breakeven Price	81.96
Option Breakeven Price	87.90

Data from Quantcha