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.

Dominion Energy Inc. (D) 180-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2497
Historical Volatility (Parkinson)	0.2263
Implied Volatility (Calls)	0.1623
Implied Volatility (Puts)	0.2776
Implied Volatility (Mean)	0.2200
Put-Call Implied Volatility Ratio	1.7110
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3955
Put-Call Ratio (Open Interest)	0.2496
Forward Price	53.03
Call Breakeven Price	59.80
Put Breakeven Price	44.22
Option Breakeven Price	56.50