Historical Volatility (Parkinson) (120-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.

Tractor Supply Company (TSCO) had 120-Day Historical Volatility (Parkinson) of 0.2117 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)	0.2072
Historical Volatility (Parkinson)	0.2117
Implied Volatility (Calls)	0.2143
Implied Volatility (Puts)	0.2467
Implied Volatility (Mean)	0.2305
Put-Call Implied Volatility Ratio	1.1508
Implied Volatility Skew	-0.0040
Option Statistics
Put-Call Ratio (Volume)	2.3675
Put-Call Ratio (Open Interest)	4.0076
Forward Price	278.93
Call Breakeven Price	299.73
Put Breakeven Price	213.65
Option Breakeven Price	234.53