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.

Ameren Corporation (AEE) had 120-Day Implied Volatility Skew of 0.0121 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1701
Historical Volatility (Parkinson)	0.1767
Implied Volatility (Calls)	0.1753
Implied Volatility (Puts)	0.2332
Implied Volatility (Mean)	0.2043
Put-Call Implied Volatility Ratio	1.3302
Implied Volatility Skew	0.0121
Option Statistics
Put-Call Ratio (Volume)	0.0448
Put-Call Ratio (Open Interest)	0.2894
Forward Price	75.10
Call Breakeven Price	79.66
Put Breakeven Price	65.84
Option Breakeven Price	76.56