Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0212 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)	0.3933
Historical Volatility (Parkinson)	0.3158
Implied Volatility (Calls)	0.3717
Implied Volatility (Puts)	0.4387
Implied Volatility (Mean)	0.4052
Put-Call Implied Volatility Ratio	1.1803
Implied Volatility Skew	0.0212
Option Statistics
Put-Call Ratio (Volume)	0.4036
Put-Call Ratio (Open Interest)	1.0371
Forward Price	84.25
Call Breakeven Price	108.86
Put Breakeven Price	68.78
Option Breakeven Price	88.92

Data from Quantcha