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.

Wabtec (WAB) had 20-Day Historical Volatility (Parkinson) of 0.1928 for 2026-10-02.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-10-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1728
Historical Volatility (Parkinson)	0.1928
Implied Volatility (Calls)	0.2454
Implied Volatility (Puts)	0.2190
Implied Volatility (Mean)	0.2322
Put-Call Implied Volatility Ratio	0.8925
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6169
Put-Call Ratio (Open Interest)	1.1876