Implied Volatility Skew (150-Day)

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

BP p.l.c. (BP) 150-Day Implied Volatility Skew data is not available 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)	0.1817
Historical Volatility (Parkinson)	0.1400
Implied Volatility (Calls)	0.1718
Implied Volatility (Puts)	0.2597
Implied Volatility (Mean)	0.2157
Put-Call Implied Volatility Ratio	1.5120
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5331
Put-Call Ratio (Open Interest)	1.2075
Forward Price	39.63
Call Breakeven Price	42.77
Put Breakeven Price	30.89
Option Breakeven Price	36.28