Historical Volatility (Parkinson) (90-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 90-Day Historical Volatility (Parkinson) of 0.3783 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)	0.4921
Historical Volatility (Parkinson)	0.3783
Implied Volatility (Calls)	0.4356
Implied Volatility (Puts)	0.4534
Implied Volatility (Mean)	0.4445
Put-Call Implied Volatility Ratio	1.0409
Implied Volatility Skew	0.0398
Option Statistics
Put-Call Ratio (Volume)	0.0979
Put-Call Ratio (Open Interest)	0.8442
Forward Price	56.60
Call Breakeven Price	73.56
Put Breakeven Price	51.38
Option Breakeven Price	62.93

Data from Quantcha