Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0460 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)	0.2854
Historical Volatility (Parkinson)	0.2262
Implied Volatility (Calls)	0.2778
Implied Volatility (Puts)	0.3115
Implied Volatility (Mean)	0.2946
Put-Call Implied Volatility Ratio	1.1212
Implied Volatility Skew	0.0460
Option Statistics
Put-Call Ratio (Volume)	0.4615
Put-Call Ratio (Open Interest)	0.8409
Forward Price	105.64
Call Breakeven Price	121.10
Put Breakeven Price	89.34
Option Breakeven Price	106.58