Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.1613 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1613
Historical Volatility (Parkinson)	0.1466
Implied Volatility (Calls)	0.1413
Implied Volatility (Puts)	0.1792
Implied Volatility (Mean)	0.1602
Put-Call Implied Volatility Ratio	1.2683
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2786
Put-Call Ratio (Open Interest)	1.1315
Forward Price	149.15
Call Breakeven Price	158.86
Put Breakeven Price	145.97
Option Breakeven Price	153.53