Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.1227 for 2022-12-01.

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

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2369
Historical Volatility (Parkinson)	0.2299
Implied Volatility (Calls)	0.2114
Implied Volatility (Puts)	0.2195
Implied Volatility (Mean)	0.2154
Put-Call Implied Volatility Ratio	1.0383
Implied Volatility Skew	0.1227
Option Statistics
Put-Call Ratio (Volume)	1.9828
Put-Call Ratio (Open Interest)	0.8761
Forward Price	153.27
Call Breakeven Price	157.12
Put Breakeven Price	135.72
Option Breakeven Price	152.26

Data from Quantcha