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 0.0718 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5495
Historical Volatility (Parkinson)	0.3078
Implied Volatility (Calls)	0.2829
Implied Volatility (Puts)	0.2747
Implied Volatility (Mean)	0.2788
Put-Call Implied Volatility Ratio	0.9710
Implied Volatility Skew	0.0718
Option Statistics
Put-Call Ratio (Volume)	1.0594
Put-Call Ratio (Open Interest)	2.1235
Forward Price	228.83
Call Breakeven Price	245.15
Put Breakeven Price	187.53
Option Breakeven Price	207.90

Data from Quantcha