Implied Volatility Skew (180-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) had 180-Day Implied Volatility Skew of 0.0095 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1952
Historical Volatility (Parkinson)	0.1894
Implied Volatility (Calls)	0.2044
Implied Volatility (Puts)	0.2500
Implied Volatility (Mean)	0.2272
Put-Call Implied Volatility Ratio	1.2231
Implied Volatility Skew	0.0095
Option Statistics
Put-Call Ratio (Volume)	60.2234
Put-Call Ratio (Open Interest)	0.5774
Forward Price	130.17
Call Breakeven Price	145.57
Put Breakeven Price	106.60
Option Breakeven Price	131.18