Implied Volatility Skew (20-Day)

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

PCB Bancorp (PCB) had 20-Day Implied Volatility Skew of -0.1391 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2670
Historical Volatility (Parkinson)	0.2458
Implied Volatility (Calls)	0.6938
Implied Volatility (Puts)	0.4303
Implied Volatility (Mean)	0.5621
Put-Call Implied Volatility Ratio	0.6202
Implied Volatility Skew	-0.1391
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	16.09
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--