Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.5164 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6323
Historical Volatility (Parkinson)	0.5164
Implied Volatility (Calls)	1.2391
Implied Volatility (Puts)	1.2753
Implied Volatility (Mean)	1.2572
Put-Call Implied Volatility Ratio	1.0292
Implied Volatility Skew	0.2402
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1238
Forward Price	11.02
Call Breakeven Price	13.85
Put Breakeven Price	8.30
Option Breakeven Price	13.24