Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Microchip Technology Incorporated (MCHP) had 10-Day Put-Call Implied Volatility Ratio of 0.9940 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2823
Historical Volatility (Parkinson)	0.3384
Implied Volatility (Calls)	0.4332
Implied Volatility (Puts)	0.4306
Implied Volatility (Mean)	0.4319
Put-Call Implied Volatility Ratio	0.9940
Implied Volatility Skew	0.0636
Option Statistics
Put-Call Ratio (Volume)	6.7008
Put-Call Ratio (Open Interest)	1.0295
Forward Price	62.53
Call Breakeven Price	66.96
Put Breakeven Price	60.50
Option Breakeven Price	63.20

Data from Quantcha