Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Janus Henderson Sustainable & Impact Core Bond ETF (JACK) had 30-Day Historical Volatility (Close-to-Close) of 0.2680 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2680
Historical Volatility (Parkinson)	0.3932
Implied Volatility (Calls)	0.2745
Implied Volatility (Puts)	0.3337
Implied Volatility (Mean)	0.3041
Put-Call Implied Volatility Ratio	1.2156
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7639
Put-Call Ratio (Open Interest)	0.7067
Forward Price	55.13
Call Breakeven Price	64.67
Put Breakeven Price	50.26
Option Breakeven Price	58.75