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.

Charter Communications, Inc. (CHTR) had 30-Day Implied Volatility Skew of 0.0246 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2472
Historical Volatility (Parkinson)	0.2643
Implied Volatility (Calls)	0.4957
Implied Volatility (Puts)	0.5229
Implied Volatility (Mean)	0.5093
Put-Call Implied Volatility Ratio	1.0549
Implied Volatility Skew	0.0246
Option Statistics
Put-Call Ratio (Volume)	0.1891
Put-Call Ratio (Open Interest)	3.8282
Forward Price	259.45
Call Breakeven Price	302.57
Put Breakeven Price	227.35
Option Breakeven Price	247.65