Implied Volatility Skew (120-Day)

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

BBHC, INC. (TRNX) had 120-Day Implied Volatility Skew of 0.0174 for 2015-10-01.

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

Figures for 2015-10-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3119
Historical Volatility (Parkinson)	0.2520
Implied Volatility (Calls)	0.4071
Implied Volatility (Puts)	0.4310
Implied Volatility (Mean)	0.4190
Put-Call Implied Volatility Ratio	1.0587
Implied Volatility Skew	0.0174
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	7.8610
Forward Price	21.16
Call Breakeven Price	--
Put Breakeven Price	19.71
Option Breakeven Price	19.71