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.

MGM Resorts International (MGM) had 150-Day Historical Volatility (Parkinson) of 0.2433 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)	0.2814
Historical Volatility (Parkinson)	0.2433
Implied Volatility (Calls)	0.3091
Implied Volatility (Puts)	0.3094
Implied Volatility (Mean)	0.3092
Put-Call Implied Volatility Ratio	1.0011
Implied Volatility Skew	0.0106
Option Statistics
Put-Call Ratio (Volume)	0.3714
Put-Call Ratio (Open Interest)	0.9668
Forward Price	42.87
Call Breakeven Price	48.13
Put Breakeven Price	36.52
Option Breakeven Price	42.40