Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.3280 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3863
Historical Volatility (Parkinson)	0.3280
Implied Volatility (Calls)	0.3220
Implied Volatility (Puts)	0.3391
Implied Volatility (Mean)	0.3306
Put-Call Implied Volatility Ratio	1.0533
Implied Volatility Skew	-0.0131
Option Statistics
Put-Call Ratio (Volume)	0.2774
Put-Call Ratio (Open Interest)	0.9677
Forward Price	139.15
Call Breakeven Price	154.23
Put Breakeven Price	92.22
Option Breakeven Price	123.84