Historical Volatility (Parkinson) (120-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.

Chunghwa Telecom Co., Ltd. (CHT) had 120-Day Historical Volatility (Parkinson) of 0.0906 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)	0.1272
Historical Volatility (Parkinson)	0.0906
Implied Volatility (Calls)	0.1503
Implied Volatility (Puts)	0.3348
Implied Volatility (Mean)	0.2425
Put-Call Implied Volatility Ratio	2.2271
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8142
Forward Price	37.39
Call Breakeven Price	41.20
Put Breakeven Price	34.43
Option Breakeven Price	38.57