Implied Volatility Skew (180-Day)

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

Premier Financial Corp. (PFC) had 180-Day Implied Volatility Skew of 0.0097 for 2024-06-17.

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

Figures for 2024-06-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3332
Historical Volatility (Parkinson)	0.2833
Implied Volatility (Calls)	0.4127
Implied Volatility (Puts)	0.5407
Implied Volatility (Mean)	0.4767
Put-Call Implied Volatility Ratio	1.3099
Implied Volatility Skew	0.0097
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.4348
Forward Price	19.02
Call Breakeven Price	22.05
Put Breakeven Price	13.94
Option Breakeven Price	16.30