Implied Volatility Skew (20-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) 20-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)	0.2895
Historical Volatility (Parkinson)	0.2918
Implied Volatility (Calls)	0.2063
Implied Volatility (Puts)	0.3543
Implied Volatility (Mean)	0.2803
Put-Call Implied Volatility Ratio	1.7176
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8914
Put-Call Ratio (Open Interest)	0.3790
Forward Price	37.95
Call Breakeven Price	40.38
Put Breakeven Price	34.29
Option Breakeven Price	38.81