Historical Volatility (Parkinson) (30-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.

ProShares UltraShort Consumer Staples (SZK) had 30-Day Historical Volatility (Parkinson) of 0.1318 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)	0.1893
Historical Volatility (Parkinson)	0.1318
Implied Volatility (Calls)	0.6034
Implied Volatility (Puts)	0.4744
Implied Volatility (Mean)	0.5389
Put-Call Implied Volatility Ratio	0.7861
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	13.35
Call Breakeven Price	17.38
Put Breakeven Price	--
Option Breakeven Price	17.38