Implied Volatility Skew (120-Day)

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

Enersis Chile S.A. (ENIC) 120-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3319
Historical Volatility (Parkinson)	0.2764
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6239
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0690
Forward Price	3.04
Call Breakeven Price	4.32
Put Breakeven Price	2.51
Option Breakeven Price	3.55