Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

U.S. Bancorp (USB) had 30-Day Put-Call Implied Volatility Ratio of 1.2863 for 2024-05-07.

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

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