Implied Volatility Skew (60-Day)

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

CVR Energy Inc. (CVI) had 60-Day Implied Volatility Skew of 0.1084 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3933
Historical Volatility (Parkinson)	0.3516
Implied Volatility (Calls)	0.3766
Implied Volatility (Puts)	0.4297
Implied Volatility (Mean)	0.4032
Put-Call Implied Volatility Ratio	1.1408
Implied Volatility Skew	0.1084
Option Statistics
Put-Call Ratio (Volume)	0.1412
Put-Call Ratio (Open Interest)	0.8539
Forward Price	29.43
Call Breakeven Price	36.77
Put Breakeven Price	28.12
Option Breakeven Price	32.79