Implied Volatility Skew (150-Day)

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

ConocoPhillips (COP) had 150-Day Implied Volatility Skew of -0.0323 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)	0.1907
Historical Volatility (Parkinson)	0.1841
Implied Volatility (Calls)	0.2257
Implied Volatility (Puts)	0.2869
Implied Volatility (Mean)	0.2563
Put-Call Implied Volatility Ratio	1.2714
Implied Volatility Skew	-0.0323
Option Statistics
Put-Call Ratio (Volume)	0.1870
Put-Call Ratio (Open Interest)	1.7725
Forward Price	130.25
Call Breakeven Price	140.70
Put Breakeven Price	98.52
Option Breakeven Price	113.69