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.

Microchip Technology Incorporated (MCHP) had 120-Day Historical Volatility (Close-to-Close) of 0.3305 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3305
Historical Volatility (Parkinson)	0.2944
Implied Volatility (Calls)	0.3217
Implied Volatility (Puts)	0.3482
Implied Volatility (Mean)	0.3350
Put-Call Implied Volatility Ratio	1.0823
Implied Volatility Skew	0.0235
Option Statistics
Put-Call Ratio (Volume)	0.1290
Put-Call Ratio (Open Interest)	1.9131
Forward Price	80.98
Call Breakeven Price	89.11
Put Breakeven Price	66.49
Option Breakeven Price	74.25