Implied Volatility Skew (10-Day)

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

Charter Communications, Inc. (CHTR) had 10-Day Implied Volatility Skew of 0.0337 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2379
Historical Volatility (Parkinson)	0.2551
Implied Volatility (Calls)	0.3653
Implied Volatility (Puts)	0.3610
Implied Volatility (Mean)	0.3631
Put-Call Implied Volatility Ratio	0.9882
Implied Volatility Skew	0.0337
Option Statistics
Put-Call Ratio (Volume)	0.9507
Put-Call Ratio (Open Interest)	1.2576
Forward Price	268.47
Call Breakeven Price	332.27
Put Breakeven Price	231.86
Option Breakeven Price	276.34