Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.5558 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)	0.5558
Historical Volatility (Parkinson)	0.4183
Implied Volatility (Calls)	0.4232
Implied Volatility (Puts)	0.4354
Implied Volatility (Mean)	0.4293
Put-Call Implied Volatility Ratio	1.0288
Implied Volatility Skew	0.0693
Option Statistics
Put-Call Ratio (Volume)	1.5183
Put-Call Ratio (Open Interest)	1.8785
Forward Price	68.57
Call Breakeven Price	75.13
Put Breakeven Price	62.17
Option Breakeven Price	66.45

Data from Quantcha