Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Halliburton Company (HAL) had 180-Day Put-Call Implied Volatility Ratio of 1.0653 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2375
Historical Volatility (Parkinson)	0.2420
Implied Volatility (Calls)	0.2958
Implied Volatility (Puts)	0.3151
Implied Volatility (Mean)	0.3054
Put-Call Implied Volatility Ratio	1.0653
Implied Volatility Skew	0.0246
Option Statistics
Put-Call Ratio (Volume)	5.8262
Put-Call Ratio (Open Interest)	1.1938
Forward Price	38.25
Call Breakeven Price	43.48
Put Breakeven Price	33.92
Option Breakeven Price	38.24