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.

Yum China (YUMC) had 90-Day Historical Volatility (Parkinson) of 0.2505 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3630
Historical Volatility (Parkinson)	0.2505
Implied Volatility (Calls)	0.2796
Implied Volatility (Puts)	0.3046
Implied Volatility (Mean)	0.2921
Put-Call Implied Volatility Ratio	1.0894
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6687
Put-Call Ratio (Open Interest)	0.7784
Forward Price	39.47
Call Breakeven Price	45.59
Put Breakeven Price	33.86
Option Breakeven Price	40.47