Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.3034 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)	0.2934
Historical Volatility (Parkinson)	0.3034
Implied Volatility (Calls)	0.2631
Implied Volatility (Puts)	0.3089
Implied Volatility (Mean)	0.2860
Put-Call Implied Volatility Ratio	1.1743
Implied Volatility Skew	0.0231
Option Statistics
Put-Call Ratio (Volume)	2.7661
Put-Call Ratio (Open Interest)	0.9559
Forward Price	109.85
Call Breakeven Price	124.80
Put Breakeven Price	91.63
Option Breakeven Price	108.73