Implied Volatility Skew (10-Day)

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

Exxon Mobil Corporation (XOM) had 10-Day Implied Volatility Skew of 0.0298 for 2022-01-28.

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

Figures for 2022-01-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2332
Historical Volatility (Parkinson)	0.3403
Implied Volatility (Calls)	0.3376
Implied Volatility (Puts)	0.3990
Implied Volatility (Mean)	0.3683
Put-Call Implied Volatility Ratio	1.1819
Implied Volatility Skew	0.0298
Option Statistics
Put-Call Ratio (Volume)	0.7850
Put-Call Ratio (Open Interest)	0.5848
Forward Price	74.10
Call Breakeven Price	77.18
Put Breakeven Price	66.61
Option Breakeven Price	73.65

Data from Quantcha