Historical Volatility (Close-to-Close) (30-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.

The J. M. Smucker Company (SJM) had 30-Day Historical Volatility (Close-to-Close) of 0.2630 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2630
Historical Volatility (Parkinson)	0.1909
Implied Volatility (Calls)	0.2199
Implied Volatility (Puts)	0.2647
Implied Volatility (Mean)	0.2423
Put-Call Implied Volatility Ratio	1.2040
Implied Volatility Skew	0.0149
Option Statistics
Put-Call Ratio (Volume)	0.5348
Put-Call Ratio (Open Interest)	0.7462
Forward Price	118.47
Call Breakeven Price	123.53
Put Breakeven Price	108.43
Option Breakeven Price	117.13