Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.3684 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)	0.4947
Historical Volatility (Parkinson)	0.3684
Implied Volatility (Calls)	0.4476
Implied Volatility (Puts)	0.4717
Implied Volatility (Mean)	0.4596
Put-Call Implied Volatility Ratio	1.0538
Implied Volatility Skew	0.0492
Option Statistics
Put-Call Ratio (Volume)	4.3666
Put-Call Ratio (Open Interest)	0.8864
Forward Price	56.34
Call Breakeven Price	67.85
Put Breakeven Price	49.73
Option Breakeven Price	58.32

Data from Quantcha