Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

U.S. Bancorp (USB) 150-Day Implied Volatility Skew data is not available 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)	0.2465
Historical Volatility (Parkinson)	0.2247
Implied Volatility (Calls)	0.2252
Implied Volatility (Puts)	0.3089
Implied Volatility (Mean)	0.2671
Put-Call Implied Volatility Ratio	1.3716
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1784
Put-Call Ratio (Open Interest)	0.8341
Forward Price	41.72
Call Breakeven Price	46.65
Put Breakeven Price	36.82
Option Breakeven Price	42.21