Implied Volatility Skew (30-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) 30-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2516
Historical Volatility (Parkinson)	0.2939
Implied Volatility (Calls)	0.3377
Implied Volatility (Puts)	0.3627
Implied Volatility (Mean)	0.3502
Put-Call Implied Volatility Ratio	1.0740
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1674
Put-Call Ratio (Open Interest)	0.5818
Forward Price	49.48
Call Breakeven Price	53.38
Put Breakeven Price	44.04
Option Breakeven Price	49.99