Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.2531 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2691
Historical Volatility (Parkinson)	0.2531
Implied Volatility (Calls)	0.2055
Implied Volatility (Puts)	0.1899
Implied Volatility (Mean)	0.1977
Put-Call Implied Volatility Ratio	0.9240
Implied Volatility Skew	-0.0181
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0728
Forward Price	168.51
Call Breakeven Price	184.75
Put Breakeven Price	152.02
Option Breakeven Price	183.29