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 0.1847 for 2024-04-18.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2653
Historical Volatility (Parkinson)	0.2319
Implied Volatility (Calls)	0.6020
Implied Volatility (Puts)	0.9844
Implied Volatility (Mean)	0.7932
Put-Call Implied Volatility Ratio	1.6352
Implied Volatility Skew	0.1847
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	14.62
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--