Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of -0.0050 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)	1.0190
Historical Volatility (Parkinson)	0.7480
Implied Volatility (Calls)	0.8395
Implied Volatility (Puts)	0.9710
Implied Volatility (Mean)	0.9053
Put-Call Implied Volatility Ratio	1.1568
Implied Volatility Skew	-0.0050
Option Statistics
Put-Call Ratio (Volume)	18.9606
Put-Call Ratio (Open Interest)	0.8119
Forward Price	32.54
Call Breakeven Price	42.39
Put Breakeven Price	18.65
Option Breakeven Price	31.76