Implied Volatility Skew (120-Day)

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

Occidental Petroleum Corporation (OXY) had 120-Day Implied Volatility Skew of 0.0131 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1962
Historical Volatility (Parkinson)	0.1860
Implied Volatility (Calls)	0.2471
Implied Volatility (Puts)	0.2662
Implied Volatility (Mean)	0.2567
Put-Call Implied Volatility Ratio	1.0771
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	0.4172
Put-Call Ratio (Open Interest)	0.8662
Forward Price	65.52
Call Breakeven Price	72.52
Put Breakeven Price	54.27
Option Breakeven Price	64.04