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.

Charter Communications, Inc. (CHTR) had 120-Day Implied Volatility Skew of 0.0282 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)	0.4333
Historical Volatility (Parkinson)	0.3049
Implied Volatility (Calls)	0.3922
Implied Volatility (Puts)	0.3826
Implied Volatility (Mean)	0.3874
Put-Call Implied Volatility Ratio	0.9755
Implied Volatility Skew	0.0282
Option Statistics
Put-Call Ratio (Volume)	2.2527
Put-Call Ratio (Open Interest)	2.0837
Forward Price	273.32
Call Breakeven Price	358.93
Put Breakeven Price	229.87
Option Breakeven Price	276.98