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 0.0185 for 2025-08-26.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-08-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2407
Historical Volatility (Parkinson)	0.2234
Implied Volatility (Calls)	0.4427
Implied Volatility (Puts)	0.4338
Implied Volatility (Mean)	0.4382
Put-Call Implied Volatility Ratio	0.9798
Implied Volatility Skew	0.0185
Option Statistics
Put-Call Ratio (Volume)	0.1247
Put-Call Ratio (Open Interest)	0.5035