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.

Aris Water Solutions, Inc. (ARIS) 30-Day Implied Volatility Skew data is not available for 2024-06-13.

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Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3609
Historical Volatility (Parkinson)	0.3374
Implied Volatility (Calls)	0.5333
Implied Volatility (Puts)	0.3228
Implied Volatility (Mean)	0.4281
Put-Call Implied Volatility Ratio	0.6053
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6054
Put-Call Ratio (Open Interest)	0.8410
Forward Price	14.86
Call Breakeven Price	16.14
Put Breakeven Price	9.72
Option Breakeven Price	13.11