Historical Volatility (Parkinson) (10-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.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 10-Day Historical Volatility (Parkinson) of 0.3406 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2578
Historical Volatility (Parkinson)	0.3406
Implied Volatility (Calls)	0.3457
Implied Volatility (Puts)	0.3365
Implied Volatility (Mean)	0.3411
Put-Call Implied Volatility Ratio	0.9734
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0762
Put-Call Ratio (Open Interest)	0.7100
Forward Price	136.51
Call Breakeven Price	149.73
Put Breakeven Price	121.84
Option Breakeven Price	139.40