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 0.1330 for 2021-07-30.

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

Figures for 2021-07-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1190
Historical Volatility (Parkinson)	0.1330
Implied Volatility (Calls)	0.1553
Implied Volatility (Puts)	0.1547
Implied Volatility (Mean)	0.1550
Put-Call Implied Volatility Ratio	0.9961
Implied Volatility Skew	0.0712
Option Statistics
Put-Call Ratio (Volume)	0.6412
Put-Call Ratio (Open Interest)	1.5963
Forward Price	28.18
Call Breakeven Price	29.44
Put Breakeven Price	27.66
Option Breakeven Price	28.63

Data from Quantcha