Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0510 for 2024-04-19.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2608
Historical Volatility (Parkinson)	0.2535
Implied Volatility (Calls)	0.3049
Implied Volatility (Puts)	0.3028
Implied Volatility (Mean)	0.3038
Put-Call Implied Volatility Ratio	0.9931
Implied Volatility Skew	0.0510
Option Statistics
Put-Call Ratio (Volume)	1.8352
Put-Call Ratio (Open Interest)	1.1814
Forward Price	145.50
Call Breakeven Price	159.20
Put Breakeven Price	132.14
Option Breakeven Price	146.01