Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0483 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1675
Historical Volatility (Parkinson)	0.1537
Implied Volatility (Calls)	0.2534
Implied Volatility (Puts)	0.2762
Implied Volatility (Mean)	0.2648
Put-Call Implied Volatility Ratio	1.0899
Implied Volatility Skew	0.0483
Option Statistics
Put-Call Ratio (Volume)	5.2270
Put-Call Ratio (Open Interest)	0.8682
Forward Price	206.19
Call Breakeven Price	224.02
Put Breakeven Price	179.51
Option Breakeven Price	203.25