Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Citigroup Inc. (C) had 30-Day Implied Volatility Skew of 0.0371 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)	0.1955
Historical Volatility (Parkinson)	0.1911
Implied Volatility (Calls)	0.2198
Implied Volatility (Puts)	0.2103
Implied Volatility (Mean)	0.2151
Put-Call Implied Volatility Ratio	0.9564
Implied Volatility Skew	0.0371
Option Statistics
Put-Call Ratio (Volume)	0.6097
Put-Call Ratio (Open Interest)	0.6678
Forward Price	64.47
Call Breakeven Price	66.56
Put Breakeven Price	55.79
Option Breakeven Price	62.10