Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2449 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2411
Historical Volatility (Parkinson)	0.2449
Implied Volatility (Calls)	0.2170
Implied Volatility (Puts)	0.2051
Implied Volatility (Mean)	0.2110
Put-Call Implied Volatility Ratio	0.9448
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4409
Put-Call Ratio (Open Interest)	0.8368
Forward Price	330.82
Call Breakeven Price	341.74
Put Breakeven Price	293.81
Option Breakeven Price	319.89