Implied Volatility Skew (20-Day)

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

MPLX LP (MPLX) 20-Day Implied Volatility Skew data is not available for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1092
Historical Volatility (Parkinson)	0.1608
Implied Volatility (Calls)	0.1601
Implied Volatility (Puts)	0.2974
Implied Volatility (Mean)	0.2287
Put-Call Implied Volatility Ratio	1.8574
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3371
Put-Call Ratio (Open Interest)	1.1711
Forward Price	40.46
Call Breakeven Price	42.42
Put Breakeven Price	37.32
Option Breakeven Price	39.79