Implied Volatility Skew (90-Day)

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

Enbridge Inc (ENB) 90-Day Implied Volatility Skew data is not available for 2023-02-07.

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Figures for 2023-02-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2027
Historical Volatility (Parkinson)	0.1603
Implied Volatility (Calls)	0.1224
Implied Volatility (Puts)	0.2405
Implied Volatility (Mean)	0.1814
Put-Call Implied Volatility Ratio	1.9656
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2398
Put-Call Ratio (Open Interest)	0.4972
Forward Price	40.32
Call Breakeven Price	43.21
Put Breakeven Price	36.98
Option Breakeven Price	41.11