Implied Volatility (Puts) (60-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Enbridge Inc (ENB) had 60-Day Implied Volatility (Puts) of 0.2470 for 2024-04-16.

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

Figures for 2024-04-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1434
Historical Volatility (Parkinson)	0.1259
Implied Volatility (Calls)	0.1564
Implied Volatility (Puts)	0.2470
Implied Volatility (Mean)	0.2017
Put-Call Implied Volatility Ratio	1.5794
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6913
Put-Call Ratio (Open Interest)	1.0551
Forward Price	32.83
Call Breakeven Price	36.86
Put Breakeven Price	31.77
Option Breakeven Price	34.30