Historical Volatility (Parkinson) (180-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.

HSBC Holdings plc (HSBC) had 180-Day Historical Volatility (Parkinson) of 0.1021 for 2024-06-25.

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

Figures for 2024-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2285
Historical Volatility (Parkinson)	0.1021
Implied Volatility (Calls)	0.1533
Implied Volatility (Puts)	0.2639
Implied Volatility (Mean)	0.2086
Put-Call Implied Volatility Ratio	1.7210
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	11.6098
Forward Price	43.67
Call Breakeven Price	47.86
Put Breakeven Price	39.56
Option Breakeven Price	40.25