Historical Volatility (Parkinson) (20-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

J.B. Hunt Transport Services, Inc. (JBHT) had 20-Day Historical Volatility (Parkinson) of 0.2050 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1762
Historical Volatility (Parkinson)	0.2050
Implied Volatility (Calls)	0.2116
Implied Volatility (Puts)	0.2464
Implied Volatility (Mean)	0.2290
Put-Call Implied Volatility Ratio	1.1645
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3322
Put-Call Ratio (Open Interest)	0.3839
Forward Price	168.17
Call Breakeven Price	196.54
Put Breakeven Price	159.84
Option Breakeven Price	185.79