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.

JetBlue Airways Corporation (JBLU) had 30-Day Historical Volatility (Close-to-Close) of 0.8803 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8803
Historical Volatility (Parkinson)	0.5018
Implied Volatility (Calls)	0.5214
Implied Volatility (Puts)	0.5072
Implied Volatility (Mean)	0.5143
Put-Call Implied Volatility Ratio	0.9726
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	13.7218
Put-Call Ratio (Open Interest)	0.7719
Forward Price	6.14
Call Breakeven Price	7.06
Put Breakeven Price	4.53
Option Breakeven Price	6.01