Implied Volatility Skew (30-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) had 30-Day Implied Volatility Skew of -0.0823 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2808
Historical Volatility (Parkinson)	0.2164
Implied Volatility (Calls)	0.3024
Implied Volatility (Puts)	0.3887
Implied Volatility (Mean)	0.3456
Put-Call Implied Volatility Ratio	1.2857
Implied Volatility Skew	-0.0823
Option Statistics
Put-Call Ratio (Volume)	0.3950
Put-Call Ratio (Open Interest)	0.9210
Forward Price	36.61
Call Breakeven Price	39.64
Put Breakeven Price	32.63
Option Breakeven Price	36.49