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.

Janus Henderson Sustainable & Impact Core Bond ETF (JACK) had 30-Day Historical Volatility (Parkinson) of 0.4140 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3501
Historical Volatility (Parkinson)	0.4140
Implied Volatility (Calls)	0.3134
Implied Volatility (Puts)	0.4017
Implied Volatility (Mean)	0.3576
Put-Call Implied Volatility Ratio	1.2818
Implied Volatility Skew	-0.0300
Option Statistics
Put-Call Ratio (Volume)	0.0738
Put-Call Ratio (Open Interest)	0.5321
Forward Price	55.11
Call Breakeven Price	62.73
Put Breakeven Price	50.24
Option Breakeven Price	58.40