Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Johnson & Johnson (JNJ) had 30-Day Put-Call Implied Volatility Ratio of 1.5205 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)	0.1609
Historical Volatility (Parkinson)	0.1545
Implied Volatility (Calls)	0.1285
Implied Volatility (Puts)	0.1953
Implied Volatility (Mean)	0.1619
Put-Call Implied Volatility Ratio	1.5205
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2283
Put-Call Ratio (Open Interest)	0.9988
Forward Price	146.43
Call Breakeven Price	156.79
Put Breakeven Price	144.97
Option Breakeven Price	151.22