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.

Weave Communications, Inc. (WEAV) had 30-Day Historical Volatility (Parkinson) of 0.6729 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9006
Historical Volatility (Parkinson)	0.6729
Implied Volatility (Calls)	0.6682
Implied Volatility (Puts)	0.9964
Implied Volatility (Mean)	0.8323
Put-Call Implied Volatility Ratio	1.4912
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	12.0000
Put-Call Ratio (Open Interest)	1.1579
Forward Price	7.24
Call Breakeven Price	7.82
Put Breakeven Price	4.81
Option Breakeven Price	5.93