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.

Johnson Controls International plc (JCI) had 90-Day Historical Volatility (Close-to-Close) of 0.2224 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)	0.2224
Historical Volatility (Parkinson)	0.1716
Implied Volatility (Calls)	0.1741
Implied Volatility (Puts)	0.2175
Implied Volatility (Mean)	0.1958
Put-Call Implied Volatility Ratio	1.2492
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2574
Put-Call Ratio (Open Interest)	0.5514
Forward Price	61.05
Call Breakeven Price	66.62
Put Breakeven Price	55.67
Option Breakeven Price	63.03