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.

Valvoline (VVV) had 30-Day Historical Volatility (Parkinson) of 0.2027 for 2025-09-05.

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
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2025-09-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2031
Historical Volatility (Parkinson)	0.2027
Implied Volatility (Calls)	0.2794
Implied Volatility (Puts)	0.3038
Implied Volatility (Mean)	0.2916
Put-Call Implied Volatility Ratio	1.0873
Implied Volatility Skew	0.0636
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4656