Historical Volatility (Parkinson) (10-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.

Walmart Inc. (WMT) had 10-Day Historical Volatility (Parkinson) of 0.1183 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1041
Historical Volatility (Parkinson)	0.1183
Implied Volatility (Calls)	0.3261
Implied Volatility (Puts)	0.3239
Implied Volatility (Mean)	0.3250
Put-Call Implied Volatility Ratio	0.9932
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8239
Put-Call Ratio (Open Interest)	0.7825
Forward Price	59.93
Call Breakeven Price	63.31
Put Breakeven Price	57.15
Option Breakeven Price	60.62