Historical Volatility (Parkinson) (20-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 20-Day Historical Volatility (Parkinson) of 0.3653 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)	0.4632
Historical Volatility (Parkinson)	0.3653
Implied Volatility (Calls)	0.4338
Implied Volatility (Puts)	0.4640
Implied Volatility (Mean)	0.4489
Put-Call Implied Volatility Ratio	1.0696
Implied Volatility Skew	0.0737
Option Statistics
Put-Call Ratio (Volume)	20.3603
Put-Call Ratio (Open Interest)	1.3819
Forward Price	56.30
Call Breakeven Price	61.94
Put Breakeven Price	54.20
Option Breakeven Price	57.32

Data from Quantcha