Put-Call Ratio (Open Interest) (10-Day)

Put-Call Ratio (Open Interest): The ratio of outstanding put contracts to outstanding call contracts at the close of the trading day, for options with the relevant expiration date.

Chubb Limited (CB) had 10-Day Put-Call Ratio (Open Interest) of 0.8420 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)	0.2644
Historical Volatility (Parkinson)	0.1473
Implied Volatility (Calls)	0.2244
Implied Volatility (Puts)	0.2221
Implied Volatility (Mean)	0.2232
Put-Call Implied Volatility Ratio	0.9895
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6823
Put-Call Ratio (Open Interest)	0.8420
Forward Price	265.17
Call Breakeven Price	270.00
Put Breakeven Price	224.08
Option Breakeven Price	249.02