Historical Volatility (Close-to-Close) (150-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 & Johnson (JNJ) had 150-Day Historical Volatility (Close-to-Close) of 0.1327 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1327
Historical Volatility (Parkinson)	0.1277
Implied Volatility (Calls)	0.1472
Implied Volatility (Puts)	0.2050
Implied Volatility (Mean)	0.1761
Put-Call Implied Volatility Ratio	1.3927
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1761
Put-Call Ratio (Open Interest)	0.7295
Forward Price	146.86
Call Breakeven Price	170.25
Put Breakeven Price	138.47
Option Breakeven Price	156.84