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.

WEC Energy Group, Inc. (WEC) had 60-Day Historical Volatility (Parkinson) of 0.1522 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1702
Historical Volatility (Parkinson)	0.1522
Implied Volatility (Calls)	0.1677
Implied Volatility (Puts)	0.1839
Implied Volatility (Mean)	0.1758
Put-Call Implied Volatility Ratio	1.0963
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4242
Put-Call Ratio (Open Interest)	2.5050
Forward Price	79.28
Call Breakeven Price	88.15
Put Breakeven Price	72.41
Option Breakeven Price	77.44