Put-Call Ratio (Open Interest) (30-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 30-Day Put-Call Ratio (Open Interest) of 0.7581 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1750
Historical Volatility (Parkinson)	0.1434
Implied Volatility (Calls)	0.1518
Implied Volatility (Puts)	0.1622
Implied Volatility (Mean)	0.1570
Put-Call Implied Volatility Ratio	1.0682
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0415
Put-Call Ratio (Open Interest)	0.7581
Forward Price	251.03
Call Breakeven Price	264.41
Put Breakeven Price	223.28
Option Breakeven Price	246.65