Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.6911 for 2024-09-20.

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Figures for 2024-09-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6899
Historical Volatility (Parkinson)	0.6911
Implied Volatility (Calls)	0.5429
Implied Volatility (Puts)	0.5493
Implied Volatility (Mean)	0.5461
Put-Call Implied Volatility Ratio	1.0118
Implied Volatility Skew	-0.0111
Option Statistics
Put-Call Ratio (Volume)	5.1361
Put-Call Ratio (Open Interest)	1.3414