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.

U.S. Bancorp (USB) 30-Day Implied Volatility Skew data is not available for 2024-05-07.

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Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2620
Historical Volatility (Parkinson)	0.2268
Implied Volatility (Calls)	0.2132
Implied Volatility (Puts)	0.2742
Implied Volatility (Mean)	0.2437
Put-Call Implied Volatility Ratio	1.2863
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9685
Put-Call Ratio (Open Interest)	0.8157
Forward Price	41.47
Call Breakeven Price	44.42
Put Breakeven Price	37.59
Option Breakeven Price	41.48