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.

Western Digital Corporation (WDC) had 30-Day Historical Volatility (Parkinson) of 0.4600 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)	0.3540
Historical Volatility (Parkinson)	0.4600
Implied Volatility (Calls)	0.3911
Implied Volatility (Puts)	0.3863
Implied Volatility (Mean)	0.3887
Put-Call Implied Volatility Ratio	0.9878
Implied Volatility Skew	-0.0030
Option Statistics
Put-Call Ratio (Volume)	0.1821
Put-Call Ratio (Open Interest)	0.2321
Forward Price	70.07
Call Breakeven Price	74.04
Put Breakeven Price	65.53
Option Breakeven Price	72.43