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 2024-05-15.

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Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2147
Historical Volatility (Parkinson)	0.1979
Implied Volatility (Calls)	0.1405
Implied Volatility (Puts)	0.2230
Implied Volatility (Mean)	0.1818
Put-Call Implied Volatility Ratio	1.5870
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.6407
Forward Price	75.61
Call Breakeven Price	84.47
Put Breakeven Price	61.30
Option Breakeven Price	73.28