Put-Call Implied Volatility Ratio (60-Day)

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

Norfolk Southern Corporation (NSC) had 60-Day Put-Call Implied Volatility Ratio of 1.0802 for 2024-06-17.

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

Figures for 2024-06-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2411
Historical Volatility (Parkinson)	0.2261
Implied Volatility (Calls)	0.2338
Implied Volatility (Puts)	0.2525
Implied Volatility (Mean)	0.2432
Put-Call Implied Volatility Ratio	1.0802
Implied Volatility Skew	0.0093
Option Statistics
Put-Call Ratio (Volume)	0.5956
Put-Call Ratio (Open Interest)	0.7664
Forward Price	222.16
Call Breakeven Price	243.72
Put Breakeven Price	210.71
Option Breakeven Price	233.35