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) 20-Day Implied Volatility Skew data is not available for 2024-04-23.

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Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2248
Historical Volatility (Parkinson)	0.2566
Implied Volatility (Calls)	0.2935
Implied Volatility (Puts)	0.2822
Implied Volatility (Mean)	0.2879
Put-Call Implied Volatility Ratio	0.9617
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4077
Put-Call Ratio (Open Interest)	0.7796
Forward Price	143.28
Call Breakeven Price	154.13
Put Breakeven Price	134.48
Option Breakeven Price	145.54