Historical Volatility (Close-to-Close) (120-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.

JPMorgan Chase & Co. (JPM) had 120-Day Historical Volatility (Close-to-Close) of 0.1834 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1834
Historical Volatility (Parkinson)	0.1540
Implied Volatility (Calls)	0.1889
Implied Volatility (Puts)	0.2162
Implied Volatility (Mean)	0.2026
Put-Call Implied Volatility Ratio	1.1444
Implied Volatility Skew	0.0125
Option Statistics
Put-Call Ratio (Volume)	0.7637
Put-Call Ratio (Open Interest)	0.9301
Forward Price	194.30
Call Breakeven Price	207.58
Put Breakeven Price	165.30
Option Breakeven Price	187.14