Historical Volatility (Parkinson) (180-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.

Roundhill TSLA WeeklyPay ETF (TSLW) had 180-Day Historical Volatility (Parkinson) of 0.3835 for 2026-06-04.

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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4631
Historical Volatility (Parkinson)	0.3835
Implied Volatility (Calls)	1.4253
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4270