Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.1572 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1531
Historical Volatility (Parkinson)	0.1572
Implied Volatility (Calls)	0.2320
Implied Volatility (Puts)	0.2769
Implied Volatility (Mean)	0.2544
Put-Call Implied Volatility Ratio	1.1934
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3151
Put-Call Ratio (Open Interest)	0.6626
Forward Price	59.64
Call Breakeven Price	62.13
Put Breakeven Price	55.49
Option Breakeven Price	59.53