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.

Exxon Mobil Corporation (XOM) had 30-Day Historical Volatility (Parkinson) of 0.2111 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2786
Historical Volatility (Parkinson)	0.2111
Implied Volatility (Calls)	0.2774
Implied Volatility (Puts)	0.2846
Implied Volatility (Mean)	0.2810
Put-Call Implied Volatility Ratio	1.0259
Implied Volatility Skew	0.0686
Option Statistics
Put-Call Ratio (Volume)	0.8478
Put-Call Ratio (Open Interest)	0.3842
Forward Price	105.39
Call Breakeven Price	114.15
Put Breakeven Price	97.51
Option Breakeven Price	109.54