Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Quest Diagnostics Incorporated (DGX) 120-Day Implied Volatility Skew data is not available for 2024-04-23.

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Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2019
Historical Volatility (Parkinson)	0.1956
Implied Volatility (Calls)	0.1933
Implied Volatility (Puts)	0.2224
Implied Volatility (Mean)	0.2079
Put-Call Implied Volatility Ratio	1.1508
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.9477
Put-Call Ratio (Open Interest)	0.4251
Forward Price	138.23
Call Breakeven Price	146.75
Put Breakeven Price	114.33
Option Breakeven Price	137.03