Historical Volatility (Parkinson) (150-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

JPMorgan Chase & Co. (JPM) had 150-Day Historical Volatility (Parkinson) of 0.1502 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1714
Historical Volatility (Parkinson)	0.1502
Implied Volatility (Calls)	0.1819
Implied Volatility (Puts)	0.2297
Implied Volatility (Mean)	0.2058
Put-Call Implied Volatility Ratio	1.2628
Implied Volatility Skew	0.0145
Option Statistics
Put-Call Ratio (Volume)	0.5095
Put-Call Ratio (Open Interest)	0.9559
Forward Price	193.81
Call Breakeven Price	206.65
Put Breakeven Price	151.44
Option Breakeven Price	179.64