Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0239 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2793
Historical Volatility (Parkinson)	0.2609
Implied Volatility (Calls)	0.2674
Implied Volatility (Puts)	0.3202
Implied Volatility (Mean)	0.2938
Put-Call Implied Volatility Ratio	1.1977
Implied Volatility Skew	0.0239
Option Statistics
Put-Call Ratio (Volume)	1.0393
Put-Call Ratio (Open Interest)	0.9795
Forward Price	106.20
Call Breakeven Price	127.81
Put Breakeven Price	88.58
Option Breakeven Price	108.45