Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.2069 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2212
Historical Volatility (Parkinson)	0.2069
Implied Volatility (Calls)	0.2428
Implied Volatility (Puts)	0.2374
Implied Volatility (Mean)	0.2401
Put-Call Implied Volatility Ratio	0.9781
Implied Volatility Skew	0.0590
Option Statistics
Put-Call Ratio (Volume)	1.1123
Put-Call Ratio (Open Interest)	0.7888
Forward Price	107.75
Call Breakeven Price	113.54
Put Breakeven Price	98.91
Option Breakeven Price	107.21