Put-Call Implied Volatility Ratio (30-Day)

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

Canadian Natural Resources Limited (CNQ) had 30-Day Put-Call Implied Volatility Ratio of 1.0463 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2047
Historical Volatility (Parkinson)	0.2188
Implied Volatility (Calls)	0.2727
Implied Volatility (Puts)	0.2853
Implied Volatility (Mean)	0.2790
Put-Call Implied Volatility Ratio	1.0463
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0125
Put-Call Ratio (Open Interest)	0.6310
Forward Price	76.98
Call Breakeven Price	81.87
Put Breakeven Price	70.78
Option Breakeven Price	77.50