Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Premier Financial Corp. (PFC) had 120-Day Put-Call Implied Volatility Ratio of 1.2110 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3616
Historical Volatility (Parkinson)	0.3020
Implied Volatility (Calls)	0.2983
Implied Volatility (Puts)	0.3612
Implied Volatility (Mean)	0.3298
Put-Call Implied Volatility Ratio	1.2110
Implied Volatility Skew	0.0442
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.5401
Forward Price	21.39
Call Breakeven Price	23.00
Put Breakeven Price	16.96
Option Breakeven Price	19.42