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.

Canadian Imperial Bank of Commerce (CM) had 60-Day Historical Volatility (Close-to-Close) of 0.1525 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1525
Historical Volatility (Parkinson)	0.1412
Implied Volatility (Calls)	0.1952
Implied Volatility (Puts)	0.2035
Implied Volatility (Mean)	0.1993
Put-Call Implied Volatility Ratio	1.0426
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	7.2583
Put-Call Ratio (Open Interest)	0.6574
Forward Price	47.75
Call Breakeven Price	49.37
Put Breakeven Price	41.58
Option Breakeven Price	46.31