Historical Volatility (Parkinson) (30-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.

NextNav Inc. (NN) had 30-Day Historical Volatility (Parkinson) of 0.5628 for 2025-02-21.

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

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Figures for 2025-02-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5544
Historical Volatility (Parkinson)	0.5628
Implied Volatility (Calls)	1.0513
Implied Volatility (Puts)	1.0357
Implied Volatility (Mean)	1.0435
Put-Call Implied Volatility Ratio	0.9852
Implied Volatility Skew	0.1756
Option Statistics
Put-Call Ratio (Volume)	0.2174
Put-Call Ratio (Open Interest)	0.1879