Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1293 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)	0.1669
Historical Volatility (Parkinson)	0.1293
Implied Volatility (Calls)	0.1657
Implied Volatility (Puts)	0.1813
Implied Volatility (Mean)	0.1735
Put-Call Implied Volatility Ratio	1.0941
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5224
Put-Call Ratio (Open Interest)	0.7747
Forward Price	65.18
Call Breakeven Price	68.93
Put Breakeven Price	50.83
Option Breakeven Price	61.03