Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.2836 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3249
Historical Volatility (Parkinson)	0.2836
Implied Volatility (Calls)	0.3608
Implied Volatility (Puts)	0.3576
Implied Volatility (Mean)	0.3592
Put-Call Implied Volatility Ratio	0.9910
Implied Volatility Skew	0.0163
Option Statistics
Put-Call Ratio (Volume)	1.1930
Put-Call Ratio (Open Interest)	0.3041
Forward Price	128.31
Call Breakeven Price	148.47
Put Breakeven Price	114.10
Option Breakeven Price	141.12