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.

The Consumer Discretionary Select Sector SPDR Premium Income Fund (XLYI) had 30-Day Historical Volatility (Parkinson) of 0.0188 for 2025-09-22.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1056
Historical Volatility (Parkinson)	0.0188
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--