Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.3872 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4897
Historical Volatility (Parkinson)	0.3872
Implied Volatility (Calls)	0.4201
Implied Volatility (Puts)	0.4446
Implied Volatility (Mean)	0.4324
Put-Call Implied Volatility Ratio	1.0583
Implied Volatility Skew	0.0372
Option Statistics
Put-Call Ratio (Volume)	0.1745
Put-Call Ratio (Open Interest)	0.6875
Forward Price	56.76
Call Breakeven Price	82.25
Put Breakeven Price	52.40
Option Breakeven Price	69.91

Data from Quantcha