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.

Cullen/Frost Bankers, Inc. (CFR) had 90-Day Implied Volatility Skew of 0.0284 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2335
Historical Volatility (Parkinson)	0.2185
Implied Volatility (Calls)	0.2521
Implied Volatility (Puts)	0.2922
Implied Volatility (Mean)	0.2722
Put-Call Implied Volatility Ratio	1.1591
Implied Volatility Skew	0.0284
Option Statistics
Put-Call Ratio (Volume)	5.7716
Put-Call Ratio (Open Interest)	1.2824
Forward Price	95.54
Call Breakeven Price	123.74
Put Breakeven Price	78.60
Option Breakeven Price	104.30