Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1074 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)	0.1177
Historical Volatility (Parkinson)	0.1074
Implied Volatility (Calls)	0.1036
Implied Volatility (Puts)	0.1383
Implied Volatility (Mean)	0.1210
Put-Call Implied Volatility Ratio	1.3357
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5109
Put-Call Ratio (Open Interest)	1.3410
Forward Price	42.34
Call Breakeven Price	43.05
Put Breakeven Price	36.29
Option Breakeven Price	39.19