Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 1.0085 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3821
Historical Volatility (Parkinson)	0.3538
Implied Volatility (Calls)	0.4232
Implied Volatility (Puts)	0.4268
Implied Volatility (Mean)	0.4250
Put-Call Implied Volatility Ratio	1.0085
Implied Volatility Skew	0.0581
Option Statistics
Put-Call Ratio (Volume)	3.3706
Put-Call Ratio (Open Interest)	0.4745
Forward Price	150.73
Call Breakeven Price	160.12
Put Breakeven Price	121.69
Option Breakeven Price	149.18

Data from Quantcha