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.

UnitedHealth Group Incorporated (UNH) had 30-Day Historical Volatility (Parkinson) of 0.1918 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2779
Historical Volatility (Parkinson)	0.1918
Implied Volatility (Calls)	0.1864
Implied Volatility (Puts)	0.1779
Implied Volatility (Mean)	0.1822
Put-Call Implied Volatility Ratio	0.9542
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0357
Put-Call Ratio (Open Interest)	0.3139
Forward Price	495.63
Call Breakeven Price	529.08
Put Breakeven Price	460.37
Option Breakeven Price	512.96