Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.2461 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2349
Historical Volatility (Parkinson)	0.2461
Implied Volatility (Calls)	0.2141
Implied Volatility (Puts)	0.2633
Implied Volatility (Mean)	0.2387
Put-Call Implied Volatility Ratio	1.2293
Implied Volatility Skew	-0.0052
Option Statistics
Put-Call Ratio (Volume)	7.2222
Put-Call Ratio (Open Interest)	0.2329
Forward Price	270.97
Call Breakeven Price	289.06
Put Breakeven Price	248.10
Option Breakeven Price	281.33