Historical Volatility (Parkinson) (150-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.

Vanguard S&P 500 ETF (VOO) had 150-Day Historical Volatility (Parkinson) of 0.0876 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1152
Historical Volatility (Parkinson)	0.0876
Implied Volatility (Calls)	0.1125
Implied Volatility (Puts)	0.1390
Implied Volatility (Mean)	0.1257
Put-Call Implied Volatility Ratio	1.2354
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3993
Put-Call Ratio (Open Interest)	4.8256
Forward Price	493.56
Call Breakeven Price	507.18
Put Breakeven Price	415.14
Option Breakeven Price	432.17