Historical Volatility (Parkinson) (120-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 120-Day Historical Volatility (Parkinson) of 0.1673 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1682
Historical Volatility (Parkinson)	0.1673
Implied Volatility (Calls)	0.1855
Implied Volatility (Puts)	0.2382
Implied Volatility (Mean)	0.2118
Put-Call Implied Volatility Ratio	1.2844
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3354
Put-Call Ratio (Open Interest)	0.7248
Forward Price	122.03
Call Breakeven Price	131.02
Put Breakeven Price	98.33
Option Breakeven Price	117.84