Historical Volatility (Parkinson) (20-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.

SpartanNash Company (SPTN) had 20-Day Historical Volatility (Parkinson) of 0.2278 for 2024-07-01.

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

Figures for 2024-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2421
Historical Volatility (Parkinson)	0.2278
Implied Volatility (Calls)	0.2780
Implied Volatility (Puts)	0.4728
Implied Volatility (Mean)	0.3754
Put-Call Implied Volatility Ratio	1.7007
Implied Volatility Skew	-0.1728
Option Statistics
Put-Call Ratio (Volume)	0.0714
Put-Call Ratio (Open Interest)	1.2978
Forward Price	18.06
Call Breakeven Price	21.93
Put Breakeven Price	17.22
Option Breakeven Price	19.28