Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 1.1398 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2242
Historical Volatility (Parkinson)	0.2072
Implied Volatility (Calls)	0.2536
Implied Volatility (Puts)	0.2890
Implied Volatility (Mean)	0.2713
Put-Call Implied Volatility Ratio	1.1398
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3414
Put-Call Ratio (Open Interest)	0.9939
Forward Price	77.15
Call Breakeven Price	80.20
Put Breakeven Price	62.67
Option Breakeven Price	71.46