Implied Volatility Skew (90-Day)

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

Chubb Limited (CB) had 90-Day Implied Volatility Skew of 0.0063 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)	0.1665
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