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.

Quest Diagnostics Incorporated (DGX) 60-Day Implied Volatility Skew data is not available for 2024-04-18.

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Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1652
Historical Volatility (Parkinson)	0.1708
Implied Volatility (Calls)	0.2363
Implied Volatility (Puts)	0.2464
Implied Volatility (Mean)	0.2413
Put-Call Implied Volatility Ratio	1.0430
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4877
Put-Call Ratio (Open Interest)	0.9154
Forward Price	126.82
Call Breakeven Price	141.13
Put Breakeven Price	118.28
Option Breakeven Price	130.27