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.

Devon Energy Corporation (DVN) 30-Day Implied Volatility Skew data is not available for 2024-05-24.

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Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1765
Historical Volatility (Parkinson)	0.1956
Implied Volatility (Calls)	0.1881
Implied Volatility (Puts)	0.2476
Implied Volatility (Mean)	0.2179
Put-Call Implied Volatility Ratio	1.3161
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5298
Put-Call Ratio (Open Interest)	0.7423
Forward Price	48.04
Call Breakeven Price	53.64
Put Breakeven Price	44.00
Option Breakeven Price	49.46