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.

PCB Bancorp (PCB) had 30-Day Implied Volatility Skew of 0.0071 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2007
Historical Volatility (Parkinson)	0.1956
Implied Volatility (Calls)	0.4084
Implied Volatility (Puts)	0.4208
Implied Volatility (Mean)	0.4146
Put-Call Implied Volatility Ratio	1.0304
Implied Volatility Skew	0.0071
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	0.5000
Forward Price	20.90
Call Breakeven Price	20.80
Put Breakeven Price	17.92
Option Breakeven Price	18.54

Data from Quantcha