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 0.2100 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2100
Historical Volatility (Parkinson)	0.1964
Implied Volatility (Calls)	0.2169
Implied Volatility (Puts)	0.2068
Implied Volatility (Mean)	0.2118
Put-Call Implied Volatility Ratio	0.9534
Implied Volatility Skew	0.0477
Option Statistics
Put-Call Ratio (Volume)	0.4010
Put-Call Ratio (Open Interest)	0.5035
Forward Price	178.90
Call Breakeven Price	189.68
Put Breakeven Price	130.34
Option Breakeven Price	158.64

Data from Quantcha