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.

Dominion Energy Inc. (D) had 30-Day Implied Volatility Skew of -0.0399 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2134
Historical Volatility (Parkinson)	0.2237
Implied Volatility (Calls)	0.2404
Implied Volatility (Puts)	0.2672
Implied Volatility (Mean)	0.2538
Put-Call Implied Volatility Ratio	1.1118
Implied Volatility Skew	-0.0399
Option Statistics
Put-Call Ratio (Volume)	0.8971
Put-Call Ratio (Open Interest)	0.4273
Forward Price	51.15
Call Breakeven Price	53.36
Put Breakeven Price	45.60
Option Breakeven Price	51.18