Historical Volatility (Parkinson) (10-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.

Johnson Controls International plc (JCI) had 10-Day Historical Volatility (Parkinson) of 0.1551 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)	0.1168
Historical Volatility (Parkinson)	0.1551
Implied Volatility (Calls)	0.3422
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0144
Put-Call Ratio (Open Interest)	0.5308
Forward Price	68.55
Call Breakeven Price	69.39
Put Breakeven Price	61.28
Option Breakeven Price	66.71