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 0.2882 for 2023-03-30.

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

Figures for 2023-03-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2806
Historical Volatility (Parkinson)	0.2882
Implied Volatility (Calls)	0.2632
Implied Volatility (Puts)	0.3081
Implied Volatility (Mean)	0.2857
Put-Call Implied Volatility Ratio	1.1706
Implied Volatility Skew	0.0233
Option Statistics
Put-Call Ratio (Volume)	1.9392
Put-Call Ratio (Open Interest)	0.6726
Forward Price	110.15
Call Breakeven Price	126.24
Put Breakeven Price	95.47
Option Breakeven Price	113.94