Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.1533 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1533
Historical Volatility (Parkinson)	0.1313
Implied Volatility (Calls)	0.1519
Implied Volatility (Puts)	0.1689
Implied Volatility (Mean)	0.1604
Put-Call Implied Volatility Ratio	1.1117
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.7187
Put-Call Ratio (Open Interest)	0.7148
Forward Price	251.78
Call Breakeven Price	265.60
Put Breakeven Price	226.91
Option Breakeven Price	249.50