Historical Volatility (Parkinson) (120-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.

United Microelectronics Corporation (UMC) had 120-Day Historical Volatility (Parkinson) of 0.2093 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2769
Historical Volatility (Parkinson)	0.2093
Implied Volatility (Calls)	0.1830
Implied Volatility (Puts)	0.4595
Implied Volatility (Mean)	0.3212
Put-Call Implied Volatility Ratio	2.5111
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3846
Put-Call Ratio (Open Interest)	0.3961
Forward Price	7.71
Call Breakeven Price	8.65
Put Breakeven Price	6.90
Option Breakeven Price	8.19