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.

Occidental Petroleum Corporation (OXY) 20-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2141
Historical Volatility (Parkinson)	0.2156
Implied Volatility (Calls)	0.2961
Implied Volatility (Puts)	0.2953
Implied Volatility (Mean)	0.2957
Put-Call Implied Volatility Ratio	0.9974
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1488
Put-Call Ratio (Open Interest)	0.9034
Forward Price	64.86
Call Breakeven Price	70.32
Put Breakeven Price	60.13
Option Breakeven Price	65.45