Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of -0.0026 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)	0.9632
Historical Volatility (Parkinson)	0.8147
Implied Volatility (Calls)	0.9510
Implied Volatility (Puts)	1.0572
Implied Volatility (Mean)	1.0041
Put-Call Implied Volatility Ratio	1.1117
Implied Volatility Skew	-0.0026
Option Statistics
Put-Call Ratio (Volume)	56.1584
Put-Call Ratio (Open Interest)	0.9092
Forward Price	32.59
Call Breakeven Price	38.80
Put Breakeven Price	23.18
Option Breakeven Price	31.36