Historical Volatility (Parkinson) (30-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.

WisdomTree True Emerging Markets Fund (XC) had 30-Day Historical Volatility (Parkinson) of 0.0683 for 2025-08-28.

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

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Figures for 2025-08-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0970
Historical Volatility (Parkinson)	0.0683
Implied Volatility (Calls)	0.3005
Implied Volatility (Puts)	0.3253
Implied Volatility (Mean)	0.3129
Put-Call Implied Volatility Ratio	1.0826
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--