Implied Volatility Skew (180-Day)

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

Ameren Corporation (AEE) 180-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2139
Historical Volatility (Parkinson)	0.1975
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2219
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.6002
Forward Price	75.32
Call Breakeven Price	84.33
Put Breakeven Price	61.28
Option Breakeven Price	73.46