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.

Exxon Mobil Corporation (XOM) had 60-Day Implied Volatility Skew of 0.0599 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)	0.2745
Historical Volatility (Parkinson)	0.1980
Implied Volatility (Calls)	0.2808
Implied Volatility (Puts)	0.2892
Implied Volatility (Mean)	0.2850
Put-Call Implied Volatility Ratio	1.0297
Implied Volatility Skew	0.0599
Option Statistics
Put-Call Ratio (Volume)	0.5866
Put-Call Ratio (Open Interest)	0.6668
Forward Price	105.75
Call Breakeven Price	121.74
Put Breakeven Price	93.94
Option Breakeven Price	110.61