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.

VersaBank (VBNK) had 30-Day Historical Volatility (Parkinson) of 0.4442 for 2026-03-09.

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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4536
Historical Volatility (Parkinson)	0.4442
Implied Volatility (Calls)	0.6083
Implied Volatility (Puts)	0.7581
Implied Volatility (Mean)	0.6832
Put-Call Implied Volatility Ratio	1.2462
Implied Volatility Skew	0.1473
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2689