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.

John B. Sanfilippo & Son, Inc. (JBSS) had 30-Day Historical Volatility (Close-to-Close) of 0.2369 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2369
Historical Volatility (Parkinson)	0.2889
Implied Volatility (Calls)	0.2801
Implied Volatility (Puts)	0.2989
Implied Volatility (Mean)	0.2895
Put-Call Implied Volatility Ratio	1.0672
Implied Volatility Skew	0.0155
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3010
Forward Price	98.94
Call Breakeven Price	113.02
Put Breakeven Price	85.87
Option Breakeven Price	107.59