Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Enbridge Inc (ENB) had 20-Day Implied Volatility Skew of 0.0569 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2411
Historical Volatility (Parkinson)	0.1900
Implied Volatility (Calls)	0.1213
Implied Volatility (Puts)	0.2766
Implied Volatility (Mean)	0.1989
Put-Call Implied Volatility Ratio	2.2803
Implied Volatility Skew	0.0569
Option Statistics
Put-Call Ratio (Volume)	0.2783
Put-Call Ratio (Open Interest)	0.5467
Forward Price	35.96
Call Breakeven Price	36.94
Put Breakeven Price	33.56
Option Breakeven Price	35.74