Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Devon Energy Corporation (DVN) had 30-Day Implied Volatility (Mean) of 0.2632 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1701
Historical Volatility (Parkinson)	0.2059
Implied Volatility (Calls)	0.2064
Implied Volatility (Puts)	0.3200
Implied Volatility (Mean)	0.2632
Put-Call Implied Volatility Ratio	1.5506
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1330
Put-Call Ratio (Open Interest)	1.1001
Forward Price	48.83
Call Breakeven Price	53.57
Put Breakeven Price	46.12
Option Breakeven Price	49.74