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 0.3983 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5299
Historical Volatility (Parkinson)	0.3983
Implied Volatility (Calls)	0.3746
Implied Volatility (Puts)	0.3714
Implied Volatility (Mean)	0.3730
Put-Call Implied Volatility Ratio	0.9915
Implied Volatility Skew	0.0540
Option Statistics
Put-Call Ratio (Volume)	2.2936
Put-Call Ratio (Open Interest)	1.2598
Forward Price	76.53
Call Breakeven Price	83.42
Put Breakeven Price	61.16
Option Breakeven Price	71.18

Data from Quantcha