Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.1754 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1595
Historical Volatility (Parkinson)	0.1754
Implied Volatility (Calls)	0.1966
Implied Volatility (Puts)	0.1932
Implied Volatility (Mean)	0.1949
Put-Call Implied Volatility Ratio	0.9829
Implied Volatility Skew	0.0207
Option Statistics
Put-Call Ratio (Volume)	0.8467
Put-Call Ratio (Open Interest)	1.2255
Forward Price	192.28
Call Breakeven Price	199.74
Put Breakeven Price	175.91
Option Breakeven Price	187.05