Historical Volatility (Parkinson) (180-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 180-Day Historical Volatility (Parkinson) of 0.3014 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)	0.6247
Historical Volatility (Parkinson)	0.3014
Implied Volatility (Calls)	0.3543
Implied Volatility (Puts)	0.3790
Implied Volatility (Mean)	0.3666
Put-Call Implied Volatility Ratio	1.0697
Implied Volatility Skew	0.0157
Option Statistics
Put-Call Ratio (Volume)	2.1587
Put-Call Ratio (Open Interest)	0.7506
Forward Price	191.64
Call Breakeven Price	226.95
Put Breakeven Price	125.72
Option Breakeven Price	183.71