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 0.1218 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4783
Historical Volatility (Parkinson)	0.3712
Implied Volatility (Calls)	0.4470
Implied Volatility (Puts)	0.4486
Implied Volatility (Mean)	0.4478
Put-Call Implied Volatility Ratio	1.0036
Implied Volatility Skew	0.1218
Option Statistics
Put-Call Ratio (Volume)	0.8230
Put-Call Ratio (Open Interest)	0.8007
Forward Price	84.93
Call Breakeven Price	94.70
Put Breakeven Price	79.59
Option Breakeven Price	87.76

Data from Quantcha