Implied Volatility Skew (10-Day)

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

ConocoPhillips (COP) 10-Day Implied Volatility Skew data is not available for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1293
Historical Volatility (Parkinson)	0.2039
Implied Volatility (Calls)	0.2632
Implied Volatility (Puts)	0.2641
Implied Volatility (Mean)	0.2636
Put-Call Implied Volatility Ratio	1.0035
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2636
Put-Call Ratio (Open Interest)	0.5973
Forward Price	129.56
Call Breakeven Price	133.38
Put Breakeven Price	123.46
Option Breakeven Price	129.76