Implied Volatility Skew (20-Day)

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

ConocoPhillips (COP) 20-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1448
Historical Volatility (Parkinson)	0.1800
Implied Volatility (Calls)	0.2721
Implied Volatility (Puts)	0.2764
Implied Volatility (Mean)	0.2743
Put-Call Implied Volatility Ratio	1.0156
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7737
Put-Call Ratio (Open Interest)	0.5312
Forward Price	129.71
Call Breakeven Price	137.57
Put Breakeven Price	124.24
Option Breakeven Price	132.93