Historical Volatility (Parkinson) (150-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.

Trane Technologies plc (TT) had 150-Day Historical Volatility (Parkinson) of 0.1809 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2165
Historical Volatility (Parkinson)	0.1809
Implied Volatility (Calls)	0.2318
Implied Volatility (Puts)	0.2526
Implied Volatility (Mean)	0.2422
Put-Call Implied Volatility Ratio	1.0894
Implied Volatility Skew	-0.0044
Option Statistics
Put-Call Ratio (Volume)	0.0568
Put-Call Ratio (Open Interest)	0.2918
Forward Price	341.23
Call Breakeven Price	350.95
Put Breakeven Price	253.46
Option Breakeven Price	328.83