Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2002 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2002
Historical Volatility (Parkinson)	0.1541
Implied Volatility (Calls)	0.1933
Implied Volatility (Puts)	0.2188
Implied Volatility (Mean)	0.2060
Put-Call Implied Volatility Ratio	1.1318
Implied Volatility Skew	0.0118
Option Statistics
Put-Call Ratio (Volume)	1.7757
Put-Call Ratio (Open Interest)	0.7018
Forward Price	194.97
Call Breakeven Price	205.83
Put Breakeven Price	170.86
Option Breakeven Price	191.40