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 1.1639 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2629
Historical Volatility (Parkinson)	0.2517
Implied Volatility (Calls)	0.3362
Implied Volatility (Puts)	0.3913
Implied Volatility (Mean)	0.3638
Put-Call Implied Volatility Ratio	1.1639
Implied Volatility Skew	0.0392
Option Statistics
Put-Call Ratio (Volume)	1.2072
Put-Call Ratio (Open Interest)	0.5390
Forward Price	60.03
Call Breakeven Price	62.49
Put Breakeven Price	51.93
Option Breakeven Price	59.27

Data from Quantcha