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 0.0057 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3063
Historical Volatility (Parkinson)	0.2906
Implied Volatility (Calls)	0.3267
Implied Volatility (Puts)	0.3465
Implied Volatility (Mean)	0.3366
Put-Call Implied Volatility Ratio	1.0606
Implied Volatility Skew	0.0057
Option Statistics
Put-Call Ratio (Volume)	1.9589
Put-Call Ratio (Open Interest)	1.2395
Forward Price	147.48
Call Breakeven Price	169.34
Put Breakeven Price	118.50
Option Breakeven Price	141.28