Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.3809 for 2026-08-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4100
Historical Volatility (Parkinson)	0.3809
Implied Volatility (Calls)	0.4036
Implied Volatility (Puts)	0.3783
Implied Volatility (Mean)	0.3909
Put-Call Implied Volatility Ratio	0.9373
Implied Volatility Skew	0.0404
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	0.8517