Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.1321 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)	0.1341
Historical Volatility (Parkinson)	0.1321
Implied Volatility (Calls)	0.1391
Implied Volatility (Puts)	0.1983
Implied Volatility (Mean)	0.1687
Put-Call Implied Volatility Ratio	1.4249
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4268
Put-Call Ratio (Open Interest)	0.7349
Forward Price	147.94
Call Breakeven Price	169.80
Put Breakeven Price	138.19
Option Breakeven Price	156.33