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 0.0160 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3321
Historical Volatility (Parkinson)	0.2890
Implied Volatility (Calls)	0.3254
Implied Volatility (Puts)	0.3652
Implied Volatility (Mean)	0.3453
Put-Call Implied Volatility Ratio	1.1223
Implied Volatility Skew	0.0160
Option Statistics
Put-Call Ratio (Volume)	1.1979
Put-Call Ratio (Open Interest)	0.6975
Forward Price	96.01
Call Breakeven Price	112.07
Put Breakeven Price	67.45
Option Breakeven Price	93.77

Data from Quantcha