Implied Volatility Skew (90-Day)

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

CVB Financial Corporation (CVBF) 90-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)	0.3576
Historical Volatility (Parkinson)	0.3225
Implied Volatility (Calls)	0.4884
Implied Volatility (Puts)	0.4423
Implied Volatility (Mean)	0.4653
Put-Call Implied Volatility Ratio	0.9057
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2658
Forward Price	16.62
Call Breakeven Price	19.54
Put Breakeven Price	13.01
Option Breakeven Price	18.16