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 & Johnson (JNJ) had 10-Day Historical Volatility (Parkinson) of 0.1791 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)	0.1882
Historical Volatility (Parkinson)	0.1791
Implied Volatility (Calls)	0.1687
Implied Volatility (Puts)	0.1619
Implied Volatility (Mean)	0.1653
Put-Call Implied Volatility Ratio	0.9594
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0339
Put-Call Ratio (Open Interest)	0.6252
Forward Price	147.11
Call Breakeven Price	156.71
Put Breakeven Price	141.20
Option Breakeven Price	150.67