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.

Westlake Corp. (WLK) had 60-Day Historical Volatility (Parkinson) of 0.2278 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2187
Historical Volatility (Parkinson)	0.2278
Implied Volatility (Calls)	0.2189
Implied Volatility (Puts)	0.2564
Implied Volatility (Mean)	0.2377
Put-Call Implied Volatility Ratio	1.1712
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0901
Forward Price	155.49
Call Breakeven Price	171.53
Put Breakeven Price	136.52
Option Breakeven Price	148.22