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.

Financial Select Sector SPDR ETF (XLF) had 10-Day Historical Volatility (Parkinson) of 0.1042 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1076
Historical Volatility (Parkinson)	0.1042
Implied Volatility (Calls)	0.2128
Implied Volatility (Puts)	0.1409
Implied Volatility (Mean)	0.1768
Put-Call Implied Volatility Ratio	0.6622
Implied Volatility Skew	0.2538
Option Statistics
Put-Call Ratio (Volume)	10.7847
Put-Call Ratio (Open Interest)	6.5799
Forward Price	40.57
Call Breakeven Price	42.01
Put Breakeven Price	36.40
Option Breakeven Price	37.24