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.

Johnson Controls International plc (JCI) had 30-Day Historical Volatility (Close-to-Close) of 0.1397 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)	0.1397
Historical Volatility (Parkinson)	0.1786
Implied Volatility (Calls)	0.2834
Implied Volatility (Puts)	0.2892
Implied Volatility (Mean)	0.2863
Put-Call Implied Volatility Ratio	1.0203
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3337
Put-Call Ratio (Open Interest)	0.3770
Forward Price	64.68
Call Breakeven Price	67.66
Put Breakeven Price	58.02
Option Breakeven Price	65.04