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 0.1843 for 2022-09-26.

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

Figures for 2022-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2020
Historical Volatility (Parkinson)	0.1843
Implied Volatility (Calls)	0.2645
Implied Volatility (Puts)	0.3900
Implied Volatility (Mean)	0.3273
Put-Call Implied Volatility Ratio	1.4745
Implied Volatility Skew	0.0145
Option Statistics
Put-Call Ratio (Volume)	0.1118
Put-Call Ratio (Open Interest)	0.3778
Forward Price	15.54
Call Breakeven Price	17.70
Put Breakeven Price	14.41
Option Breakeven Price	16.82

Data from Quantcha