Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.1687 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2710
Historical Volatility (Parkinson)	0.1687
Implied Volatility (Calls)	0.1882
Implied Volatility (Puts)	0.1920
Implied Volatility (Mean)	0.1901
Put-Call Implied Volatility Ratio	1.0204
Implied Volatility Skew	0.0331
Option Statistics
Put-Call Ratio (Volume)	0.9092
Put-Call Ratio (Open Interest)	0.8829
Forward Price	181.97
Call Breakeven Price	198.41
Put Breakeven Price	168.27
Option Breakeven Price	185.16