Historical Volatility (Close-to-Close) (60-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Dollar General Corporation (DG) had 60-Day Historical Volatility (Close-to-Close) of 0.5410 for 2022-07-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5410
Historical Volatility (Parkinson)	0.3131
Implied Volatility (Calls)	0.3003
Implied Volatility (Puts)	0.2933
Implied Volatility (Mean)	0.2968
Put-Call Implied Volatility Ratio	0.9767
Implied Volatility Skew	0.0706
Option Statistics
Put-Call Ratio (Volume)	2.9601
Put-Call Ratio (Open Interest)	1.6369
Forward Price	247.56
Call Breakeven Price	261.33
Put Breakeven Price	207.42
Option Breakeven Price	229.10

Data from Quantcha