Implied Volatility Skew (60-Day)

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

Enbridge Inc (ENB) 60-Day Implied Volatility Skew data is not available for 2024-04-24.

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Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1667
Historical Volatility (Parkinson)	0.1368
Implied Volatility (Calls)	0.1064
Implied Volatility (Puts)	0.2094
Implied Volatility (Mean)	0.1579
Put-Call Implied Volatility Ratio	1.9683
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3132
Put-Call Ratio (Open Interest)	0.1904
Forward Price	35.46
Call Breakeven Price	37.34
Put Breakeven Price	32.94
Option Breakeven Price	36.76