Put-Call Implied Volatility Ratio (30-Day)

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

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) had 30-Day Put-Call Implied Volatility Ratio of 0.9903 for 2024-05-09.

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

Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2060
Historical Volatility (Parkinson)	0.2046
Implied Volatility (Calls)	0.1953
Implied Volatility (Puts)	0.1934
Implied Volatility (Mean)	0.1943
Put-Call Implied Volatility Ratio	0.9903
Implied Volatility Skew	0.0214
Option Statistics
Put-Call Ratio (Volume)	0.4011
Put-Call Ratio (Open Interest)	1.1877
Forward Price	153.78
Call Breakeven Price	162.26
Put Breakeven Price	143.60
Option Breakeven Price	152.24