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.

Enersis Chile S.A. (ENIC) 60-Day Implied Volatility Skew data is not available for 2024-05-24.

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Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3133
Historical Volatility (Parkinson)	0.2647
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2252
Forward Price	2.71
Call Breakeven Price	4.95
Put Breakeven Price	2.42
Option Breakeven Price	4.77