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.

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) had 150-Day Historical Volatility (Parkinson) of 0.0934 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1542
Historical Volatility (Parkinson)	0.0934
Implied Volatility (Calls)	0.1362
Implied Volatility (Puts)	0.1845
Implied Volatility (Mean)	0.1603
Put-Call Implied Volatility Ratio	1.3550
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--