Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Companhia Paranaense de Energia (COPEL) (ELP) had 120-Day Put-Call Implied Volatility Ratio of 2.8151 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)	0.2878
Historical Volatility (Parkinson)	0.2036
Implied Volatility (Calls)	0.5330
Implied Volatility (Puts)	1.5004
Implied Volatility (Mean)	1.0167
Put-Call Implied Volatility Ratio	2.8151
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1748
Forward Price	6.18
Call Breakeven Price	9.87
Put Breakeven Price	5.45
Option Breakeven Price	9.30