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 0.3729 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)	0.4770
Historical Volatility (Parkinson)	0.3729
Implied Volatility (Calls)	0.3944
Implied Volatility (Puts)	0.3954
Implied Volatility (Mean)	0.3949
Put-Call Implied Volatility Ratio	1.0025
Implied Volatility Skew	0.0480
Option Statistics
Put-Call Ratio (Volume)	0.8941
Put-Call Ratio (Open Interest)	1.5133
Forward Price	76.73
Call Breakeven Price	81.31
Put Breakeven Price	61.61
Option Breakeven Price	69.48

Data from Quantcha