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.

Cullen/Frost Bankers, Inc. (CFR) 30-Day Implied Volatility Skew data is not available 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)	0.2817
Historical Volatility (Parkinson)	0.2706
Implied Volatility (Calls)	0.2109
Implied Volatility (Puts)	0.2587
Implied Volatility (Mean)	0.2348
Put-Call Implied Volatility Ratio	1.2265
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.5714
Put-Call Ratio (Open Interest)	1.3194
Forward Price	105.46
Call Breakeven Price	115.27
Put Breakeven Price	97.51
Option Breakeven Price	105.19