Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2299 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)	0.2299
Historical Volatility (Parkinson)	0.2393
Implied Volatility (Calls)	0.2072
Implied Volatility (Puts)	0.2347
Implied Volatility (Mean)	0.2209
Put-Call Implied Volatility Ratio	1.1328
Implied Volatility Skew	0.0261
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	104.37
Call Breakeven Price	118.06
Put Breakeven Price	--
Option Breakeven Price	118.06