Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.3509 for 2026-03-05.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3649
Historical Volatility (Parkinson)	0.3509
Implied Volatility (Calls)	0.6581
Implied Volatility (Puts)	0.5850
Implied Volatility (Mean)	0.6216
Put-Call Implied Volatility Ratio	0.8890
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3333