Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3779 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)	0.3779
Historical Volatility (Parkinson)	0.2814
Implied Volatility (Calls)	0.3258
Implied Volatility (Puts)	0.3391
Implied Volatility (Mean)	0.3325
Put-Call Implied Volatility Ratio	1.0406
Implied Volatility Skew	-0.0025
Option Statistics
Put-Call Ratio (Volume)	0.1834
Put-Call Ratio (Open Interest)	0.8895
Forward Price	134.92
Call Breakeven Price	150.34
Put Breakeven Price	104.82
Option Breakeven Price	128.83