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.

Exxon Mobil Corporation (XOM) had 10-Day Historical Volatility (Parkinson) of 0.2803 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3993
Historical Volatility (Parkinson)	0.2803
Implied Volatility (Calls)	0.3151
Implied Volatility (Puts)	0.3028
Implied Volatility (Mean)	0.3089
Put-Call Implied Volatility Ratio	0.9609
Implied Volatility Skew	0.0844
Option Statistics
Put-Call Ratio (Volume)	0.9301
Put-Call Ratio (Open Interest)	1.0225
Forward Price	106.01
Call Breakeven Price	112.88
Put Breakeven Price	98.52
Option Breakeven Price	105.62