Historical Volatility (Parkinson) (120-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.

WESCO International, Inc. (WCC) had 120-Day Historical Volatility (Parkinson) of 0.3257 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)	0.7242
Historical Volatility (Parkinson)	0.3257
Implied Volatility (Calls)	0.3626
Implied Volatility (Puts)	0.3788
Implied Volatility (Mean)	0.3707
Put-Call Implied Volatility Ratio	1.0446
Implied Volatility Skew	0.0116
Option Statistics
Put-Call Ratio (Volume)	1.2000
Put-Call Ratio (Open Interest)	1.9371
Forward Price	167.38
Call Breakeven Price	194.29
Put Breakeven Price	128.00
Option Breakeven Price	150.38