Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0323 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2517
Historical Volatility (Parkinson)	0.2225
Implied Volatility (Calls)	0.2423
Implied Volatility (Puts)	0.2681
Implied Volatility (Mean)	0.2552
Put-Call Implied Volatility Ratio	1.1065
Implied Volatility Skew	0.0323
Option Statistics
Put-Call Ratio (Volume)	0.1970
Put-Call Ratio (Open Interest)	1.2369
Forward Price	209.94
Call Breakeven Price	259.01
Put Breakeven Price	176.46
Option Breakeven Price	216.01