Implied Volatility Skew (30-Day)

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

ConocoPhillips (COP) 30-Day Implied Volatility Skew data is not available for 2024-04-18.

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Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1521
Historical Volatility (Parkinson)	0.1711
Implied Volatility (Calls)	0.2437
Implied Volatility (Puts)	0.3049
Implied Volatility (Mean)	0.2743
Put-Call Implied Volatility Ratio	1.2509
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6601
Put-Call Ratio (Open Interest)	0.6036
Forward Price	127.49
Call Breakeven Price	134.33
Put Breakeven Price	110.99
Option Breakeven Price	125.60