Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Diamondback Energy, Inc. (FANG) had 30-Day Put-Call Implied Volatility Ratio of 1.0185 for 2022-09-23.

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

Figures for 2022-09-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4711
Historical Volatility (Parkinson)	0.3646
Implied Volatility (Calls)	0.5632
Implied Volatility (Puts)	0.5736
Implied Volatility (Mean)	0.5684
Put-Call Implied Volatility Ratio	1.0185
Implied Volatility Skew	0.0669
Option Statistics
Put-Call Ratio (Volume)	0.4473
Put-Call Ratio (Open Interest)	0.3564
Forward Price	115.63
Call Breakeven Price	147.08
Put Breakeven Price	109.95
Option Breakeven Price	137.15

Data from Quantcha