Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1748 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1983
Historical Volatility (Parkinson)	0.1748
Implied Volatility (Calls)	0.1957
Implied Volatility (Puts)	0.1995
Implied Volatility (Mean)	0.1976
Put-Call Implied Volatility Ratio	1.0196
Implied Volatility Skew	0.0222
Option Statistics
Put-Call Ratio (Volume)	0.6253
Put-Call Ratio (Open Interest)	1.2041
Forward Price	575.97
Call Breakeven Price	633.79
Put Breakeven Price	474.36
Option Breakeven Price	546.96