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 0.0460 for 2022-09-27.

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

Figures for 2022-09-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3734
Historical Volatility (Parkinson)	0.2565
Implied Volatility (Calls)	0.3094
Implied Volatility (Puts)	0.2958
Implied Volatility (Mean)	0.3026
Put-Call Implied Volatility Ratio	0.9560
Implied Volatility Skew	0.0460
Option Statistics
Put-Call Ratio (Volume)	4.2674
Put-Call Ratio (Open Interest)	1.1796
Forward Price	238.98
Call Breakeven Price	290.11
Put Breakeven Price	188.46
Option Breakeven Price	235.10

Data from Quantcha