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.

TransUnion (TRU) had 20-Day Historical Volatility (Parkinson) of 0.3385 for 2026-01-20.

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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 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4901
Historical Volatility (Parkinson)	0.3385
Implied Volatility (Calls)	0.4460
Implied Volatility (Puts)	0.4374
Implied Volatility (Mean)	0.4417
Put-Call Implied Volatility Ratio	0.9808
Implied Volatility Skew	0.1170
Option Statistics
Put-Call Ratio (Volume)	1.7692
Put-Call Ratio (Open Interest)	0.2011