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.

Trane Technologies plc (TT) had 10-Day Implied Volatility Skew of -0.0015 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2354
Historical Volatility (Parkinson)	0.1949
Implied Volatility (Calls)	0.1974
Implied Volatility (Puts)	0.2149
Implied Volatility (Mean)	0.2061
Put-Call Implied Volatility Ratio	1.0886
Implied Volatility Skew	-0.0015
Option Statistics
Put-Call Ratio (Volume)	0.4805
Put-Call Ratio (Open Interest)	0.6296
Forward Price	336.44
Call Breakeven Price	343.80
Put Breakeven Price	284.05
Option Breakeven Price	320.71