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 0.0474 for 2023-06-07.

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

Figures for 2023-06-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2495
Historical Volatility (Parkinson)	0.2167
Implied Volatility (Calls)	0.2440
Implied Volatility (Puts)	0.2400
Implied Volatility (Mean)	0.2420
Put-Call Implied Volatility Ratio	0.9834
Implied Volatility Skew	0.0474
Option Statistics
Put-Call Ratio (Volume)	1.0848
Put-Call Ratio (Open Interest)	0.8405
Forward Price	108.71
Call Breakeven Price	120.50
Put Breakeven Price	93.81
Option Breakeven Price	108.22