Implied Volatility Skew (30-Day)

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

Canadian Natural Resources Limited (CNQ) had 30-Day Implied Volatility Skew of 0.0807 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3552
Historical Volatility (Parkinson)	0.3253
Implied Volatility (Calls)	0.3697
Implied Volatility (Puts)	0.3610
Implied Volatility (Mean)	0.3654
Put-Call Implied Volatility Ratio	0.9765
Implied Volatility Skew	0.0807
Option Statistics
Put-Call Ratio (Volume)	7.4664
Put-Call Ratio (Open Interest)	0.9791
Forward Price	52.11
Call Breakeven Price	61.59
Put Breakeven Price	47.74
Option Breakeven Price	54.74