Implied Volatility Skew (120-Day)

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

Truist Financial Corporation (TFC) 120-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2591
Historical Volatility (Parkinson)	0.2654
Implied Volatility (Calls)	0.2439
Implied Volatility (Puts)	0.3367
Implied Volatility (Mean)	0.2903
Put-Call Implied Volatility Ratio	1.3806
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0752
Put-Call Ratio (Open Interest)	0.4981
Forward Price	38.25
Call Breakeven Price	43.19
Put Breakeven Price	32.43
Option Breakeven Price	40.08