Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0225 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)	0.2815
Historical Volatility (Parkinson)	0.2205
Implied Volatility (Calls)	0.2380
Implied Volatility (Puts)	0.2786
Implied Volatility (Mean)	0.2583
Put-Call Implied Volatility Ratio	1.1705
Implied Volatility Skew	0.0225
Option Statistics
Put-Call Ratio (Volume)	0.4631
Put-Call Ratio (Open Interest)	0.9529
Forward Price	109.45
Call Breakeven Price	126.31
Put Breakeven Price	92.75
Option Breakeven Price	109.92