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.

U.S. Bancorp (USB) had 180-Day Implied Volatility Skew of -0.0009 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)	0.2665
Historical Volatility (Parkinson)	0.2295
Implied Volatility (Calls)	0.2315
Implied Volatility (Puts)	0.3189
Implied Volatility (Mean)	0.2752
Put-Call Implied Volatility Ratio	1.3774
Implied Volatility Skew	-0.0009
Option Statistics
Put-Call Ratio (Volume)	0.6743
Put-Call Ratio (Open Interest)	0.3871
Forward Price	41.77
Call Breakeven Price	47.66
Put Breakeven Price	34.47
Option Breakeven Price	44.17