Historical Volatility (Parkinson) (20-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.

LendingTree, Inc. (TREE) had 20-Day Historical Volatility (Parkinson) of 0.4956 for 2025-12-02.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5170
Historical Volatility (Parkinson)	0.4956
Implied Volatility (Calls)	0.5237
Implied Volatility (Puts)	0.5161
Implied Volatility (Mean)	0.5199
Put-Call Implied Volatility Ratio	0.9855
Implied Volatility Skew	0.1473
Option Statistics
Put-Call Ratio (Volume)	0.2446
Put-Call Ratio (Open Interest)	0.9194