Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2024-04-30.

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Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1486
Historical Volatility (Parkinson)	0.0802
Implied Volatility (Calls)	0.6732
Implied Volatility (Puts)	0.6880
Implied Volatility (Mean)	0.6806
Put-Call Implied Volatility Ratio	1.0220
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1793
Forward Price	37.85
Call Breakeven Price	42.31
Put Breakeven Price	37.48
Option Breakeven Price	41.57