Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 1.9506 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1707
Historical Volatility (Parkinson)	0.1427
Implied Volatility (Calls)	0.1162
Implied Volatility (Puts)	0.2266
Implied Volatility (Mean)	0.1714
Put-Call Implied Volatility Ratio	1.9506
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5045
Put-Call Ratio (Open Interest)	1.3732
Forward Price	35.17
Call Breakeven Price	37.56
Put Breakeven Price	32.15
Option Breakeven Price	34.44