Historical Volatility (Parkinson) (10-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.

Chewy (CHWY) had 10-Day Historical Volatility (Parkinson) of 0.5021 for 2024-09-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2024-09-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6412
Historical Volatility (Parkinson)	0.5021
Implied Volatility (Calls)	0.4678
Implied Volatility (Puts)	0.5062
Implied Volatility (Mean)	0.4870
Put-Call Implied Volatility Ratio	1.0822
Implied Volatility Skew	-0.0300
Option Statistics
Put-Call Ratio (Volume)	0.9857
Put-Call Ratio (Open Interest)	0.8803