Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.3705 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3705
Historical Volatility (Parkinson)	0.2938
Implied Volatility (Calls)	0.3349
Implied Volatility (Puts)	0.3514
Implied Volatility (Mean)	0.3432
Put-Call Implied Volatility Ratio	1.0493
Implied Volatility Skew	-0.0116
Option Statistics
Put-Call Ratio (Volume)	0.4185
Put-Call Ratio (Open Interest)	1.2739
Forward Price	133.59
Call Breakeven Price	158.42
Put Breakeven Price	103.57
Option Breakeven Price	127.94