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.

AT&T Inc. (T) had 30-Day Historical Volatility (Parkinson) of 0.2285 for 2020-07-02.

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

Figures for 2020-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3294
Historical Volatility (Parkinson)	0.2285
Implied Volatility (Calls)	0.3022
Implied Volatility (Puts)	0.3057
Implied Volatility (Mean)	0.3040
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	0.0040
Option Statistics
Put-Call Ratio (Volume)	0.7496
Put-Call Ratio (Open Interest)	0.3513
Forward Price	29.66
Call Breakeven Price	32.24
Put Breakeven Price	27.38
Option Breakeven Price	30.99

Data from Quantcha