Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 1.1175 for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4622
Historical Volatility (Parkinson)	0.3364
Implied Volatility (Calls)	0.3905
Implied Volatility (Puts)	0.4364
Implied Volatility (Mean)	0.4134
Put-Call Implied Volatility Ratio	1.1175
Implied Volatility Skew	0.0408
Option Statistics
Put-Call Ratio (Volume)	1.5456
Put-Call Ratio (Open Interest)	0.6779
Forward Price	87.29
Call Breakeven Price	104.71
Put Breakeven Price	73.56
Option Breakeven Price	92.38

Data from Quantcha