Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ExxonMobil Holdings Corporation (XOM) had 60-Day Implied Volatility Skew of 0.0299 for 2026-09-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2581
Historical Volatility (Parkinson)	0.2027
Implied Volatility (Calls)	0.3097
Implied Volatility (Puts)	0.2983
Implied Volatility (Mean)	0.3040
Put-Call Implied Volatility Ratio	0.9632
Implied Volatility Skew	0.0299
Option Statistics
Put-Call Ratio (Volume)	0.9401
Put-Call Ratio (Open Interest)	0.8080