Historical Volatility (Parkinson) (120-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.

Xerox Holdings Corporation (XRX) had 120-Day Historical Volatility (Parkinson) of 0.3851 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4970
Historical Volatility (Parkinson)	0.3851
Implied Volatility (Calls)	0.3790
Implied Volatility (Puts)	0.4141
Implied Volatility (Mean)	0.3965
Put-Call Implied Volatility Ratio	1.0926
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4855
Put-Call Ratio (Open Interest)	4.7188
Forward Price	14.87
Call Breakeven Price	18.58
Put Breakeven Price	12.82
Option Breakeven Price	14.98