Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 1.0457 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4339
Historical Volatility (Parkinson)	0.3540
Implied Volatility (Calls)	0.4307
Implied Volatility (Puts)	0.4504
Implied Volatility (Mean)	0.4406
Put-Call Implied Volatility Ratio	1.0457
Implied Volatility Skew	0.0516
Option Statistics
Put-Call Ratio (Volume)	1.0789
Put-Call Ratio (Open Interest)	0.6422
Forward Price	145.95
Call Breakeven Price	169.27
Put Breakeven Price	119.31
Option Breakeven Price	149.95

Data from Quantcha