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.

SPDR Bloomberg High Yield Bond ETF (JNK) had 30-Day Historical Volatility (Close-to-Close) of 0.0501 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0501
Historical Volatility (Parkinson)	0.0409
Implied Volatility (Calls)	0.0172
Implied Volatility (Puts)	0.0692
Implied Volatility (Mean)	0.0432
Put-Call Implied Volatility Ratio	4.0211
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4615
Put-Call Ratio (Open Interest)	0.1960
Forward Price	94.40
Call Breakeven Price	99.90
Put Breakeven Price	90.52
Option Breakeven Price	99.22