Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.1622 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)	0.2259
Historical Volatility (Parkinson)	0.1622
Implied Volatility (Calls)	0.1865
Implied Volatility (Puts)	0.2110
Implied Volatility (Mean)	0.1988
Put-Call Implied Volatility Ratio	1.1311
Implied Volatility Skew	0.0148
Option Statistics
Put-Call Ratio (Volume)	1.0677
Put-Call Ratio (Open Interest)	0.9225
Forward Price	192.81
Call Breakeven Price	204.74
Put Breakeven Price	151.53
Option Breakeven Price	178.68