Implied Volatility Skew (120-Day)

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

Chunghwa Telecom Co., Ltd. (CHT) had 120-Day Implied Volatility Skew of 0.0976 for 2026-01-08.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1050
Historical Volatility (Parkinson)	0.1167
Implied Volatility (Calls)	0.2230
Implied Volatility (Puts)	0.2979
Implied Volatility (Mean)	0.2604
Put-Call Implied Volatility Ratio	1.3359
Implied Volatility Skew	0.0976
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3333