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.

YieldMax MSTR Short Option Income Strategy ETF (WNTR) had 120-Day Historical Volatility (Parkinson) of 0.3996 for 2026-01-20.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4553
Historical Volatility (Parkinson)	0.3996
Implied Volatility (Calls)	0.2573
Implied Volatility (Puts)	0.9514
Implied Volatility (Mean)	0.6043
Put-Call Implied Volatility Ratio	3.6974
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.4175