Implied Volatility Skew (150-Day)

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

EOG Resources, Inc. (EOG) had 150-Day Implied Volatility Skew of 0.0109 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2165
Historical Volatility (Parkinson)	0.1952
Implied Volatility (Calls)	0.2296
Implied Volatility (Puts)	0.2791
Implied Volatility (Mean)	0.2544
Put-Call Implied Volatility Ratio	1.2153
Implied Volatility Skew	0.0109
Option Statistics
Put-Call Ratio (Volume)	0.2473
Put-Call Ratio (Open Interest)	1.4947
Forward Price	133.07
Call Breakeven Price	147.88
Put Breakeven Price	99.61
Option Breakeven Price	119.03