Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.0674 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0792
Historical Volatility (Parkinson)	0.0674
Implied Volatility (Calls)	0.1043
Implied Volatility (Puts)	0.1031
Implied Volatility (Mean)	0.1037
Put-Call Implied Volatility Ratio	0.9882
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0605
Put-Call Ratio (Open Interest)	0.9147
Forward Price	488.81
Call Breakeven Price	494.14
Put Breakeven Price	371.20
Option Breakeven Price	435.41