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 0.2966 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3507
Historical Volatility (Parkinson)	0.2966
Implied Volatility (Calls)	0.3366
Implied Volatility (Puts)	0.3387
Implied Volatility (Mean)	0.3376
Put-Call Implied Volatility Ratio	1.0062
Implied Volatility Skew	0.0477
Option Statistics
Put-Call Ratio (Volume)	0.7501
Put-Call Ratio (Open Interest)	0.6494
Forward Price	96.47
Call Breakeven Price	102.82
Put Breakeven Price	71.75
Option Breakeven Price	91.05

Data from Quantcha