Historical Volatility (Close-to-Close) (120-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.

Canadian Imperial Bank of Commerce (CM) had 120-Day Historical Volatility (Close-to-Close) of 0.2816 for 2023-02-07.

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

Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2816
Historical Volatility (Parkinson)	0.2132
Implied Volatility (Calls)	0.1830
Implied Volatility (Puts)	0.2475
Implied Volatility (Mean)	0.2152
Put-Call Implied Volatility Ratio	1.3522
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3175
Put-Call Ratio (Open Interest)	1.8367
Forward Price	46.46
Call Breakeven Price	50.45
Put Breakeven Price	39.50
Option Breakeven Price	43.38