Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Johnson Controls International plc (JCI) had 180-Day Put-Call Implied Volatility Ratio of 1.2892 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2641
Historical Volatility (Parkinson)	0.2086
Implied Volatility (Calls)	0.2002
Implied Volatility (Puts)	0.2582
Implied Volatility (Mean)	0.2292
Put-Call Implied Volatility Ratio	1.2892
Implied Volatility Skew	-0.0220
Option Statistics
Put-Call Ratio (Volume)	0.1161
Put-Call Ratio (Open Interest)	1.1820
Forward Price	74.65
Call Breakeven Price	77.40
Put Breakeven Price	57.10
Option Breakeven Price	66.60