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.

Canadian Imperial Bank of Commerce (CM) had 30-Day Historical Volatility (Close-to-Close) of 0.2705 for 2022-08-05.

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

Figures for 2022-08-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2705
Historical Volatility (Parkinson)	0.1616
Implied Volatility (Calls)	0.2350
Implied Volatility (Puts)	0.2342
Implied Volatility (Mean)	0.2346
Put-Call Implied Volatility Ratio	0.9966
Implied Volatility Skew	0.0992
Option Statistics
Put-Call Ratio (Volume)	7.9701
Put-Call Ratio (Open Interest)	1.0510
Forward Price	50.79
Call Breakeven Price	52.66
Put Breakeven Price	44.88
Option Breakeven Price	46.33

Data from Quantcha