Historical Volatility (Parkinson) (10-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.

Texas Instruments Incorporated (TXN) had 10-Day Historical Volatility (Parkinson) of 0.1464 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)	0.1604
Historical Volatility (Parkinson)	0.1464
Implied Volatility (Calls)	0.2090
Implied Volatility (Puts)	0.2096
Implied Volatility (Mean)	0.2093
Put-Call Implied Volatility Ratio	1.0026
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.6906
Put-Call Ratio (Open Interest)	0.9280
Forward Price	194.18
Call Breakeven Price	201.29
Put Breakeven Price	170.35
Option Breakeven Price	187.62