Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.1488 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1488
Historical Volatility (Parkinson)	0.1590
Implied Volatility (Calls)	0.1855
Implied Volatility (Puts)	0.1816
Implied Volatility (Mean)	0.1836
Put-Call Implied Volatility Ratio	0.9789
Implied Volatility Skew	0.0460
Option Statistics
Put-Call Ratio (Volume)	0.6325
Put-Call Ratio (Open Interest)	0.9654
Forward Price	192.38
Call Breakeven Price	198.78
Put Breakeven Price	180.86
Option Breakeven Price	190.36