Put-Call Implied Volatility Ratio (30-Day)

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

Enbridge Inc (ENB) had 30-Day Put-Call Implied Volatility Ratio of 2.0633 for 2023-02-03.

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

Figures for 2023-02-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1683
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.1387
Implied Volatility (Puts)	0.2862
Implied Volatility (Mean)	0.2125
Put-Call Implied Volatility Ratio	2.0633
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6393
Put-Call Ratio (Open Interest)	0.4631
Forward Price	40.15
Call Breakeven Price	42.57
Put Breakeven Price	38.31
Option Breakeven Price	41.33