Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Exxon Mobil Corporation (XOM) had 20-Day Implied Volatility (Calls) of 0.3144 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4352
Historical Volatility (Parkinson)	0.3178
Implied Volatility (Calls)	0.3144
Implied Volatility (Puts)	0.3100
Implied Volatility (Mean)	0.3122
Put-Call Implied Volatility Ratio	0.9860
Implied Volatility Skew	0.0863
Option Statistics
Put-Call Ratio (Volume)	0.9172
Put-Call Ratio (Open Interest)	1.2343
Forward Price	96.83
Call Breakeven Price	99.72
Put Breakeven Price	79.12
Option Breakeven Price	89.91

Data from Quantcha