Implied Volatility Skew (30-Day)

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

Southwest Gas Corporation (SWX) 30-Day Implied Volatility Skew data is not available for 2024-04-18.

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Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1990
Historical Volatility (Parkinson)	0.1972
Implied Volatility (Calls)	0.3367
Implied Volatility (Puts)	0.3279
Implied Volatility (Mean)	0.3323
Put-Call Implied Volatility Ratio	0.9737
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5000
Forward Price	73.65
Call Breakeven Price	78.39
Put Breakeven Price	62.50
Option Breakeven Price	73.10