Call Breakeven Price (90-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

Chubb Limited (CB) had 90-Day Call Breakeven Price of 276.33 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1665
Historical Volatility (Parkinson)	0.1322
Implied Volatility (Calls)	0.1714
Implied Volatility (Puts)	0.1875
Implied Volatility (Mean)	0.1795
Put-Call Implied Volatility Ratio	1.0940
Implied Volatility Skew	0.0063
Option Statistics
Put-Call Ratio (Volume)	0.1493
Put-Call Ratio (Open Interest)	0.7134
Forward Price	267.54
Call Breakeven Price	276.33
Put Breakeven Price	230.82
Option Breakeven Price	257.38