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 0.4245 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4245
Historical Volatility (Parkinson)	0.3258
Implied Volatility (Calls)	0.4427
Implied Volatility (Puts)	0.4582
Implied Volatility (Mean)	0.4504
Put-Call Implied Volatility Ratio	1.0350
Implied Volatility Skew	0.0441
Option Statistics
Put-Call Ratio (Volume)	2.4293
Put-Call Ratio (Open Interest)	1.2032
Forward Price	61.76
Call Breakeven Price	79.73
Put Breakeven Price	54.57
Option Breakeven Price	65.63

Data from Quantcha