Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0930 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)	0.8687
Historical Volatility (Parkinson)	0.4130
Implied Volatility (Calls)	0.2791
Implied Volatility (Puts)	0.2758
Implied Volatility (Mean)	0.2774
Put-Call Implied Volatility Ratio	0.9882
Implied Volatility Skew	0.0930
Option Statistics
Put-Call Ratio (Volume)	1.1264
Put-Call Ratio (Open Interest)	0.7463
Forward Price	228.90
Call Breakeven Price	238.56
Put Breakeven Price	204.00
Option Breakeven Price	222.60

Data from Quantcha