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.

WEX Inc. (WEX) had 30-Day Historical Volatility (Parkinson) of 0.2170 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3230
Historical Volatility (Parkinson)	0.2170
Implied Volatility (Calls)	0.2052
Implied Volatility (Puts)	0.2125
Implied Volatility (Mean)	0.2088
Put-Call Implied Volatility Ratio	1.0355
Implied Volatility Skew	-0.0074
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2400
Forward Price	193.24
Call Breakeven Price	233.65
Put Breakeven Price	189.19
Option Breakeven Price	225.04