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.

JPMorgan BetaBuilders Canada ETF (BBCA) had 20-Day Historical Volatility (Parkinson) of 0.0899 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0704
Historical Volatility (Parkinson)	0.0899
Implied Volatility (Calls)	0.1165
Implied Volatility (Puts)	0.1499
Implied Volatility (Mean)	0.1332
Put-Call Implied Volatility Ratio	1.2874
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--