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.

TEGNA Inc. (TGNA) had 30-Day Historical Volatility (Parkinson) of 0.2983 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)	0.2586
Historical Volatility (Parkinson)	0.2983
Implied Volatility (Calls)	0.2015
Implied Volatility (Puts)	0.3749
Implied Volatility (Mean)	0.2882
Put-Call Implied Volatility Ratio	1.8603
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1240
Forward Price	14.89
Call Breakeven Price	15.55
Put Breakeven Price	13.15
Option Breakeven Price	15.32