Implied Volatility Skew (150-Day)

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

PCB Bancorp (PCB) 150-Day Implied Volatility Skew data is not available 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)	0.3036
Historical Volatility (Parkinson)	0.2848
Implied Volatility (Calls)	0.3482
Implied Volatility (Puts)	0.4135
Implied Volatility (Mean)	0.3808
Put-Call Implied Volatility Ratio	1.1873
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0108
Forward Price	15.32
Call Breakeven Price	18.60
Put Breakeven Price	13.75
Option Breakeven Price	18.54