Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Truist Financial Corporation (TFC) had 180-Day Implied Volatility (Mean) of 0.3020 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2803
Historical Volatility (Parkinson)	0.2565
Implied Volatility (Calls)	0.2515
Implied Volatility (Puts)	0.3525
Implied Volatility (Mean)	0.3020
Put-Call Implied Volatility Ratio	1.4015
Implied Volatility Skew	0.0060
Option Statistics
Put-Call Ratio (Volume)	0.1645
Put-Call Ratio (Open Interest)	0.9008
Forward Price	38.05
Call Breakeven Price	44.04
Put Breakeven Price	31.07
Option Breakeven Price	38.65