Implied Volatility Skew (150-Day)

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

Dollar General Corporation (DG) had 150-Day Implied Volatility Skew of 0.0498 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4188
Historical Volatility (Parkinson)	0.2812
Implied Volatility (Calls)	0.3132
Implied Volatility (Puts)	0.2943
Implied Volatility (Mean)	0.3037
Put-Call Implied Volatility Ratio	0.9397
Implied Volatility Skew	0.0498
Option Statistics
Put-Call Ratio (Volume)	0.9353
Put-Call Ratio (Open Interest)	2.5073
Forward Price	229.77
Call Breakeven Price	252.52
Put Breakeven Price	182.81
Option Breakeven Price	204.27

Data from Quantcha