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.

SkyWater Technology, Inc. (SKYT) had 150-Day Historical Volatility (Parkinson) of 0.6492 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)	0.9262
Historical Volatility (Parkinson)	0.6492
Implied Volatility (Calls)	0.5932
Implied Volatility (Puts)	0.6417
Implied Volatility (Mean)	0.6174
Put-Call Implied Volatility Ratio	1.0817
Implied Volatility Skew	0.0492
Option Statistics
Put-Call Ratio (Volume)	0.2051
Put-Call Ratio (Open Interest)	0.3696
Forward Price	7.54
Call Breakeven Price	12.70
Put Breakeven Price	6.25
Option Breakeven Price	10.96