Historical Volatility (Parkinson) (180-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.

Westlake Corp. (WLK) had 180-Day Historical Volatility (Parkinson) of 0.2620 for 2024-05-14.

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

Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2637
Historical Volatility (Parkinson)	0.2620
Implied Volatility (Calls)	0.2688
Implied Volatility (Puts)	0.2972
Implied Volatility (Mean)	0.2830
Put-Call Implied Volatility Ratio	1.1058
Implied Volatility Skew	0.0036
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.2646
Forward Price	160.09
Call Breakeven Price	173.75
Put Breakeven Price	120.45
Option Breakeven Price	136.70