Implied Volatility Skew (180-Day)

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

Cheniere Energy Partners, L.P. (CQP) had 180-Day Implied Volatility Skew of 0.0441 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3459
Historical Volatility (Parkinson)	0.3113
Implied Volatility (Calls)	0.2797
Implied Volatility (Puts)	0.2543
Implied Volatility (Mean)	0.2670
Put-Call Implied Volatility Ratio	0.9090
Implied Volatility Skew	0.0441
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5015