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.

Enbridge Inc (ENB) had 30-Day Implied Volatility Skew of 0.0641 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2415
Historical Volatility (Parkinson)	0.1859
Implied Volatility (Calls)	0.1998
Implied Volatility (Puts)	0.2024
Implied Volatility (Mean)	0.2011
Put-Call Implied Volatility Ratio	1.0130
Implied Volatility Skew	0.0641
Option Statistics
Put-Call Ratio (Volume)	0.6303
Put-Call Ratio (Open Interest)	0.6263
Forward Price	41.99
Call Breakeven Price	42.61
Put Breakeven Price	38.72
Option Breakeven Price	41.31

Data from Quantcha