Implied Volatility Skew (10-Day)

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

Freeport-McMoRan Inc. (FCX) 10-Day Implied Volatility Skew data is not available for 2024-05-13.

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

Figures for 2024-05-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2727
Historical Volatility (Parkinson)	0.1984
Implied Volatility (Calls)	0.3509
Implied Volatility (Puts)	0.3434
Implied Volatility (Mean)	0.3472
Put-Call Implied Volatility Ratio	0.9787
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8284
Put-Call Ratio (Open Interest)	0.5763
Forward Price	52.14
Call Breakeven Price	53.78
Put Breakeven Price	45.17
Option Breakeven Price	50.64