Historical Volatility (Close-to-Close) (10-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 10-Day Historical Volatility (Close-to-Close) of 0.4019 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4019
Historical Volatility (Parkinson)	0.3297
Implied Volatility (Calls)	0.3511
Implied Volatility (Puts)	0.3406
Implied Volatility (Mean)	0.3459
Put-Call Implied Volatility Ratio	0.9700
Implied Volatility Skew	-0.0094
Option Statistics
Put-Call Ratio (Volume)	0.6410
Put-Call Ratio (Open Interest)	0.5007
Forward Price	133.26
Call Breakeven Price	148.63
Put Breakeven Price	123.46
Option Breakeven Price	140.26