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 0.0475 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)	0.3938
Historical Volatility (Parkinson)	0.2754
Implied Volatility (Calls)	0.3156
Implied Volatility (Puts)	0.2914
Implied Volatility (Mean)	0.3035
Put-Call Implied Volatility Ratio	0.9233
Implied Volatility Skew	0.0475
Option Statistics
Put-Call Ratio (Volume)	0.8811
Put-Call Ratio (Open Interest)	3.3244
Forward Price	230.07
Call Breakeven Price	254.09
Put Breakeven Price	171.69
Option Breakeven Price	191.69

Data from Quantcha