Implied Volatility Skew (60-Day)

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

PCB Bancorp (PCB) 60-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2526
Historical Volatility (Parkinson)	0.2641
Implied Volatility (Calls)	0.3851
Implied Volatility (Puts)	0.3812
Implied Volatility (Mean)	0.3832
Put-Call Implied Volatility Ratio	0.9900
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0377
Forward Price	15.37
Call Breakeven Price	20.04
Put Breakeven Price	13.75
Option Breakeven Price	19.81