Implied Volatility Skew (90-Day)

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

ConocoPhillips (COP) had 90-Day Implied Volatility Skew of 0.0033 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1825
Historical Volatility (Parkinson)	0.1807
Implied Volatility (Calls)	0.2225
Implied Volatility (Puts)	0.2707
Implied Volatility (Mean)	0.2466
Put-Call Implied Volatility Ratio	1.2166
Implied Volatility Skew	0.0033
Option Statistics
Put-Call Ratio (Volume)	5.0607
Put-Call Ratio (Open Interest)	0.6819
Forward Price	128.31
Call Breakeven Price	139.23
Put Breakeven Price	111.84
Option Breakeven Price	128.09