Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.3264 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3102
Historical Volatility (Parkinson)	0.3264
Implied Volatility (Calls)	0.3051
Implied Volatility (Puts)	0.3389
Implied Volatility (Mean)	0.3220
Put-Call Implied Volatility Ratio	1.1107
Implied Volatility Skew	0.0533
Option Statistics
Put-Call Ratio (Volume)	0.7093
Put-Call Ratio (Open Interest)	0.6523
Forward Price	104.79
Call Breakeven Price	117.82
Put Breakeven Price	94.87
Option Breakeven Price	108.70