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 0.3168 for 2023-02-03.

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

Figures for 2023-02-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3857
Historical Volatility (Parkinson)	0.3168
Implied Volatility (Calls)	0.3287
Implied Volatility (Puts)	0.3605
Implied Volatility (Mean)	0.3446
Put-Call Implied Volatility Ratio	1.0970
Implied Volatility Skew	0.0089
Option Statistics
Put-Call Ratio (Volume)	0.5583
Put-Call Ratio (Open Interest)	0.7929
Forward Price	85.31
Call Breakeven Price	88.16
Put Breakeven Price	69.17
Option Breakeven Price	79.83