Implied Volatility Skew (150-Day)

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

Triumph Financial, Inc. (TFIN) had 150-Day Implied Volatility Skew of 0.0509 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3093
Historical Volatility (Parkinson)	0.2718
Implied Volatility (Calls)	0.3205
Implied Volatility (Puts)	0.3116
Implied Volatility (Mean)	0.3161
Put-Call Implied Volatility Ratio	0.9722
Implied Volatility Skew	0.0509
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0418
Forward Price	78.35
Call Breakeven Price	89.70
Put Breakeven Price	59.71
Option Breakeven Price	73.96