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.

Chunghwa Telecom Co., Ltd. (CHT) had 30-Day Implied Volatility Skew of -0.1023 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1188
Historical Volatility (Parkinson)	0.0702
Implied Volatility (Calls)	0.5519
Implied Volatility (Puts)	0.4087
Implied Volatility (Mean)	0.4803
Put-Call Implied Volatility Ratio	0.7406
Implied Volatility Skew	-0.1023
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1905
Forward Price	39.02
Call Breakeven Price	42.38
Put Breakeven Price	37.42
Option Breakeven Price	41.58