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.

Trupanion, Inc. (TRUP) had 120-Day Implied Volatility Skew of -0.0057 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)	1.1576
Historical Volatility (Parkinson)	0.8070
Implied Volatility (Calls)	0.9147
Implied Volatility (Puts)	1.0330
Implied Volatility (Mean)	0.9739
Put-Call Implied Volatility Ratio	1.1294
Implied Volatility Skew	-0.0057
Option Statistics
Put-Call Ratio (Volume)	47.2629
Put-Call Ratio (Open Interest)	0.8782
Forward Price	32.56
Call Breakeven Price	39.94
Put Breakeven Price	21.74
Option Breakeven Price	31.49