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.

Thermo Fisher Scientific Inc. (TMO) had 30-Day Historical Volatility (Parkinson) of 0.1614 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1890
Historical Volatility (Parkinson)	0.1614
Implied Volatility (Calls)	0.3009
Implied Volatility (Puts)	0.3020
Implied Volatility (Mean)	0.3014
Put-Call Implied Volatility Ratio	1.0038
Implied Volatility Skew	0.0721
Option Statistics
Put-Call Ratio (Volume)	1.1509
Put-Call Ratio (Open Interest)	3.0907
Forward Price	549.60
Call Breakeven Price	605.11
Put Breakeven Price	527.02
Option Breakeven Price	546.11