Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

American Electric Power Company, Inc. (AEP) had 120-Day Put-Call Implied Volatility Ratio of 1.2118 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2004
Historical Volatility (Parkinson)	0.1825
Implied Volatility (Calls)	0.1687
Implied Volatility (Puts)	0.2045
Implied Volatility (Mean)	0.1866
Put-Call Implied Volatility Ratio	1.2118
Implied Volatility Skew	0.0236
Option Statistics
Put-Call Ratio (Volume)	0.5626
Put-Call Ratio (Open Interest)	0.3730
Forward Price	93.41
Call Breakeven Price	97.51
Put Breakeven Price	77.03
Option Breakeven Price	92.03