Implied Volatility Skew (10-Day)

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

Trupanion, Inc. (TRUP) had 10-Day Implied Volatility Skew of 0.0690 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2032
Historical Volatility (Parkinson)	0.9582
Implied Volatility (Calls)	0.6866
Implied Volatility (Puts)	0.7172
Implied Volatility (Mean)	0.7019
Put-Call Implied Volatility Ratio	1.0447
Implied Volatility Skew	0.0690
Option Statistics
Put-Call Ratio (Volume)	2.8710
Put-Call Ratio (Open Interest)	0.6379
Forward Price	28.98
Call Breakeven Price	37.02
Put Breakeven Price	21.05
Option Breakeven Price	30.80