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 0.3054 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3848
Historical Volatility (Parkinson)	0.3054
Implied Volatility (Calls)	0.3235
Implied Volatility (Puts)	0.3469
Implied Volatility (Mean)	0.3352
Put-Call Implied Volatility Ratio	1.0723
Implied Volatility Skew	0.0322
Option Statistics
Put-Call Ratio (Volume)	0.4658
Put-Call Ratio (Open Interest)	0.5932
Forward Price	96.56
Call Breakeven Price	104.71
Put Breakeven Price	71.06
Option Breakeven Price	92.54

Data from Quantcha