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.

VistaGen Therapeutics, Inc. (VTGN) had 30-Day Historical Volatility (Parkinson) of 0.4522 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3963
Historical Volatility (Parkinson)	0.4522
Implied Volatility (Calls)	0.5360
Implied Volatility (Puts)	0.4880
Implied Volatility (Mean)	0.5120
Put-Call Implied Volatility Ratio	0.9104
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0131
Put-Call Ratio (Open Interest)	0.0048
Forward Price	4.48
Call Breakeven Price	5.36
Put Breakeven Price	3.92
Option Breakeven Price	5.36