Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.2522 for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2866
Historical Volatility (Parkinson)	0.2522
Implied Volatility (Calls)	0.3005
Implied Volatility (Puts)	0.2980
Implied Volatility (Mean)	0.2993
Put-Call Implied Volatility Ratio	0.9917
Implied Volatility Skew	-0.1330
Option Statistics
Put-Call Ratio (Volume)	0.6128
Put-Call Ratio (Open Interest)	0.7926
Forward Price	45.04
Call Breakeven Price	48.29
Put Breakeven Price	38.11
Option Breakeven Price	43.78