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.

Chubb Limited (CB) had 30-Day Historical Volatility (Close-to-Close) of 0.1384 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1384
Historical Volatility (Parkinson)	0.1317
Implied Volatility (Calls)	0.2192
Implied Volatility (Puts)	0.2235
Implied Volatility (Mean)	0.2213
Put-Call Implied Volatility Ratio	1.0197
Implied Volatility Skew	0.0380
Option Statistics
Put-Call Ratio (Volume)	1.6186
Put-Call Ratio (Open Interest)	0.6405
Forward Price	250.57
Call Breakeven Price	264.36
Put Breakeven Price	223.64
Option Breakeven Price	248.49