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.

Northwest Natural Gas Company (NWN) 20-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1535
Historical Volatility (Parkinson)	0.1981
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.9925
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	1.2304
Forward Price	38.00
Call Breakeven Price	40.85
Put Breakeven Price	34.63
Option Breakeven Price	37.76