Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Exxon Mobil Corporation (XOM) had 20-Day Put-Call Implied Volatility Ratio of 1.0077 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3838
Historical Volatility (Parkinson)	0.2769
Implied Volatility (Calls)	0.2975
Implied Volatility (Puts)	0.2998
Implied Volatility (Mean)	0.2986
Put-Call Implied Volatility Ratio	1.0077
Implied Volatility Skew	0.0557
Option Statistics
Put-Call Ratio (Volume)	1.0284
Put-Call Ratio (Open Interest)	0.5621
Forward Price	94.22
Call Breakeven Price	99.15
Put Breakeven Price	84.26
Option Breakeven Price	93.87

Data from Quantcha