Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.0848 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0867
Historical Volatility (Parkinson)	0.0848
Implied Volatility (Calls)	0.1067
Implied Volatility (Puts)	0.1085
Implied Volatility (Mean)	0.1076
Put-Call Implied Volatility Ratio	1.0169
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	8.0623
Put-Call Ratio (Open Interest)	1.4006
Forward Price	42.30
Call Breakeven Price	43.91
Put Breakeven Price	38.79
Option Breakeven Price	40.87