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.

First Financial Corporation Indiana (THFF) had 120-Day Implied Volatility Skew of 0.0500 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2198
Historical Volatility (Parkinson)	0.2298
Implied Volatility (Calls)	0.2411
Implied Volatility (Puts)	0.2555
Implied Volatility (Mean)	0.2483
Put-Call Implied Volatility Ratio	1.0597
Implied Volatility Skew	0.0500
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8040