Implied Volatility Skew (180-Day)

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

Northwest Natural Gas Company (NWN) 180-Day Implied Volatility Skew data is not available for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2968
Historical Volatility (Parkinson)	0.2185
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2886
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1503
Forward Price	38.43
Call Breakeven Price	42.99
Put Breakeven Price	28.34
Option Breakeven Price	41.31