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.

Xerox Holdings Corporation (XRX) had 60-Day Historical Volatility (Parkinson) of 0.2795 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3737
Historical Volatility (Parkinson)	0.2795
Implied Volatility (Calls)	0.4183
Implied Volatility (Puts)	0.4371
Implied Volatility (Mean)	0.4277
Put-Call Implied Volatility Ratio	1.0449
Implied Volatility Skew	-0.1100
Option Statistics
Put-Call Ratio (Volume)	13.4371
Put-Call Ratio (Open Interest)	3.9865
Forward Price	16.28
Call Breakeven Price	18.64
Put Breakeven Price	11.82
Option Breakeven Price	13.18