Historical Volatility (Parkinson) (10-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.

BondBloxx USD High Yield Bond Industrial Sector ETF (XHYI) had 10-Day Historical Volatility (Parkinson) of 0.0634 for 2026-01-21.

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Figures for 2026-01-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0321
Historical Volatility (Parkinson)	0.0634
Implied Volatility (Calls)	0.2060
Implied Volatility (Puts)	0.1605
Implied Volatility (Mean)	0.1832
Put-Call Implied Volatility Ratio	0.7789
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--