Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Exxon Mobil Corporation (XOM) had 10-Day Put-Call Implied Volatility Ratio of 1.0036 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3628
Historical Volatility (Parkinson)	0.2845
Implied Volatility (Calls)	0.2777
Implied Volatility (Puts)	0.2787
Implied Volatility (Mean)	0.2782
Put-Call Implied Volatility Ratio	1.0036
Implied Volatility Skew	0.0528
Option Statistics
Put-Call Ratio (Volume)	0.7373
Put-Call Ratio (Open Interest)	0.8510
Forward Price	94.16
Call Breakeven Price	97.69
Put Breakeven Price	85.45
Option Breakeven Price	92.55

Data from Quantcha