Historical Volatility (Close-to-Close) (20-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 20-Day Historical Volatility (Close-to-Close) of 0.2425 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)	0.2425
Historical Volatility (Parkinson)	0.2066
Implied Volatility (Calls)	0.2140
Implied Volatility (Puts)	0.2979
Implied Volatility (Mean)	0.2560
Put-Call Implied Volatility Ratio	1.3922
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0403
Put-Call Ratio (Open Interest)	0.5628
Forward Price	112.40
Call Breakeven Price	124.04
Put Breakeven Price	105.58
Option Breakeven Price	117.40