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.

Sysco Corporation (SYY) had 60-Day Historical Volatility (Parkinson) of 0.1507 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1825
Historical Volatility (Parkinson)	0.1507
Implied Volatility (Calls)	0.1465
Implied Volatility (Puts)	0.1755
Implied Volatility (Mean)	0.1610
Put-Call Implied Volatility Ratio	1.1979
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.7843
Put-Call Ratio (Open Interest)	1.1299
Forward Price	76.59
Call Breakeven Price	79.70
Put Breakeven Price	73.83
Option Breakeven Price	76.59