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 0.1540 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1540
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.1871
Implied Volatility (Puts)	0.1982
Implied Volatility (Mean)	0.1927
Put-Call Implied Volatility Ratio	1.0598
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2046
Put-Call Ratio (Open Interest)	1.0713
Forward Price	47.71
Call Breakeven Price	52.76
Put Breakeven Price	46.01
Option Breakeven Price	49.29