Historical Volatility (Close-to-Close) (120-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.

Chunghwa Telecom Co., Ltd. (CHT) had 120-Day Historical Volatility (Close-to-Close) of 0.1224 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)	0.1224
Historical Volatility (Parkinson)	0.0871
Implied Volatility (Calls)	0.1690
Implied Volatility (Puts)	0.3509
Implied Volatility (Mean)	0.2600
Put-Call Implied Volatility Ratio	2.0758
Implied Volatility Skew	0.1214
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6608
Forward Price	37.49
Call Breakeven Price	41.48
Put Breakeven Price	34.28
Option Breakeven Price	39.21