Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.2619 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2619
Historical Volatility (Parkinson)	0.2057
Implied Volatility (Calls)	0.1957
Implied Volatility (Puts)	0.2447
Implied Volatility (Mean)	0.2202
Put-Call Implied Volatility Ratio	1.2505
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9181
Put-Call Ratio (Open Interest)	1.6899
Forward Price	61.53
Call Breakeven Price	68.86
Put Breakeven Price	55.26
Option Breakeven Price	60.37