Implied Volatility Skew (60-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) 60-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)	0.1839
Historical Volatility (Parkinson)	0.1960
Implied Volatility (Calls)	0.2067
Implied Volatility (Puts)	0.2442
Implied Volatility (Mean)	0.2255
Put-Call Implied Volatility Ratio	1.1819
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7394
Forward Price	74.85
Call Breakeven Price	80.75
Put Breakeven Price	65.47
Option Breakeven Price	74.86