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.

Diamondback Energy, Inc. (FANG) had 60-Day Implied Volatility Skew of 0.0260 for 2023-02-01.

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

Figures for 2023-02-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3126
Historical Volatility (Parkinson)	0.3131
Implied Volatility (Calls)	0.3194
Implied Volatility (Puts)	0.3767
Implied Volatility (Mean)	0.3481
Put-Call Implied Volatility Ratio	1.1795
Implied Volatility Skew	0.0260
Option Statistics
Put-Call Ratio (Volume)	0.1865
Put-Call Ratio (Open Interest)	2.1592
Forward Price	143.13
Call Breakeven Price	164.55
Put Breakeven Price	123.66
Option Breakeven Price	137.75