Historical Volatility (Parkinson) (10-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.

Trupanion, Inc. (TRUP) had 10-Day Historical Volatility (Parkinson) of 1.2949 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)	1.6838
Historical Volatility (Parkinson)	1.2949
Implied Volatility (Calls)	0.8817
Implied Volatility (Puts)	1.3073
Implied Volatility (Mean)	1.0945
Put-Call Implied Volatility Ratio	1.4827
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.4690
Put-Call Ratio (Open Interest)	1.2360
Forward Price	32.48
Call Breakeven Price	37.36
Put Breakeven Price	23.16
Option Breakeven Price	29.69