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 0.2875 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3397
Historical Volatility (Parkinson)	0.2875
Implied Volatility (Calls)	0.3829
Implied Volatility (Puts)	0.4064
Implied Volatility (Mean)	0.3947
Put-Call Implied Volatility Ratio	1.0613
Implied Volatility Skew	0.0555
Option Statistics
Put-Call Ratio (Volume)	1.3530
Put-Call Ratio (Open Interest)	1.0941
Forward Price	78.13
Call Breakeven Price	89.70
Put Breakeven Price	65.62
Option Breakeven Price	77.10