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.

Vanguard S&P 500 ETF (VOO) had 30-Day Historical Volatility (Parkinson) of 0.1229 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)	0.1368
Historical Volatility (Parkinson)	0.1229
Implied Volatility (Calls)	0.1438
Implied Volatility (Puts)	0.1383
Implied Volatility (Mean)	0.1410
Put-Call Implied Volatility Ratio	0.9621
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8834
Put-Call Ratio (Open Interest)	1.3006
Forward Price	466.48
Call Breakeven Price	480.19
Put Breakeven Price	403.40
Option Breakeven Price	439.05