Historical Volatility (Parkinson) (120-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 120-Day Historical Volatility (Parkinson) of 0.1301 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1358
Historical Volatility (Parkinson)	0.1301
Implied Volatility (Calls)	0.1774
Implied Volatility (Puts)	0.2073
Implied Volatility (Mean)	0.1924
Put-Call Implied Volatility Ratio	1.1685
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4640
Put-Call Ratio (Open Interest)	0.9830
Forward Price	59.46
Call Breakeven Price	65.18
Put Breakeven Price	51.06
Option Breakeven Price	58.07