Historical Volatility (Parkinson) (20-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.

YieldMax Short N100 Option Income Strategy ETF (YQQQ) had 20-Day Historical Volatility (Parkinson) of 0.0860 for 2026-01-20.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1013
Historical Volatility (Parkinson)	0.0860
Implied Volatility (Calls)	0.4736
Implied Volatility (Puts)	0.4425
Implied Volatility (Mean)	0.4581
Put-Call Implied Volatility Ratio	0.9343
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--