Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0758 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1729
Historical Volatility (Parkinson)	0.2002
Implied Volatility (Calls)	0.2490
Implied Volatility (Puts)	0.2392
Implied Volatility (Mean)	0.2441
Put-Call Implied Volatility Ratio	0.9604
Implied Volatility Skew	0.0758
Option Statistics
Put-Call Ratio (Volume)	0.2273
Put-Call Ratio (Open Interest)	2.5809