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.

YieldMax MSTR Short Option Income Strategy ETF (WNTR) had 150-Day Historical Volatility (Parkinson) of 0.4735 for 2026-03-06.

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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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6111
Historical Volatility (Parkinson)	0.4735
Implied Volatility (Calls)	0.2461
Implied Volatility (Puts)	1.1183
Implied Volatility (Mean)	0.6822
Put-Call Implied Volatility Ratio	4.5447
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7877