Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0502 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5147
Historical Volatility (Parkinson)	0.5859
Implied Volatility (Calls)	1.0331
Implied Volatility (Puts)	1.0872
Implied Volatility (Mean)	1.0602
Put-Call Implied Volatility Ratio	1.0524
Implied Volatility Skew	0.0502
Option Statistics
Put-Call Ratio (Volume)	1.8878
Put-Call Ratio (Open Interest)	1.1744
Forward Price	23.74
Call Breakeven Price	33.34
Put Breakeven Price	18.60
Option Breakeven Price	25.41