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.

NIO Inc. (NIO) had 10-Day Historical Volatility (Parkinson) of 0.5014 for 2026-04-01.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7783
Historical Volatility (Parkinson)	0.5014
Implied Volatility (Calls)	0.6014
Implied Volatility (Puts)	0.6248
Implied Volatility (Mean)	0.6131
Put-Call Implied Volatility Ratio	1.0388
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2825
Put-Call Ratio (Open Interest)	0.2741