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 0.5042 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5042
Historical Volatility (Parkinson)	0.4002
Implied Volatility (Calls)	0.4127
Implied Volatility (Puts)	0.4294
Implied Volatility (Mean)	0.4210
Put-Call Implied Volatility Ratio	1.0405
Implied Volatility Skew	0.0521
Option Statistics
Put-Call Ratio (Volume)	0.8659
Put-Call Ratio (Open Interest)	1.4384
Forward Price	68.48
Call Breakeven Price	82.81
Put Breakeven Price	53.01
Option Breakeven Price	65.68

Data from Quantcha