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.

Microchip Technology Incorporated (MCHP) had 120-Day Historical Volatility (Parkinson) of 0.2473 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3146
Historical Volatility (Parkinson)	0.2473
Implied Volatility (Calls)	0.3446
Implied Volatility (Puts)	0.3712
Implied Volatility (Mean)	0.3579
Put-Call Implied Volatility Ratio	1.0772
Implied Volatility Skew	-0.0002
Option Statistics
Put-Call Ratio (Volume)	28.1571
Put-Call Ratio (Open Interest)	0.5902
Forward Price	86.70
Call Breakeven Price	102.23
Put Breakeven Price	75.24
Option Breakeven Price	92.43