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.

Balchem Corporation (BCPC) had 20-Day Historical Volatility (Parkinson) of 0.1824 for 2024-07-03.

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

Figures for 2024-07-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1999
Historical Volatility (Parkinson)	0.1824
Implied Volatility (Calls)	0.1908
Implied Volatility (Puts)	0.2022
Implied Volatility (Mean)	0.1965
Put-Call Implied Volatility Ratio	1.0595
Implied Volatility Skew	-0.0040
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0004
Forward Price	160.07
Call Breakeven Price	161.31
Put Breakeven Price	139.27
Option Breakeven Price	161.29