Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0257 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1798
Historical Volatility (Parkinson)	0.1889
Implied Volatility (Calls)	0.2408
Implied Volatility (Puts)	0.2481
Implied Volatility (Mean)	0.2444
Put-Call Implied Volatility Ratio	1.0303
Implied Volatility Skew	0.0257
Option Statistics
Put-Call Ratio (Volume)	0.1058
Put-Call Ratio (Open Interest)	0.7461
Forward Price	128.36
Call Breakeven Price	142.86
Put Breakeven Price	116.40
Option Breakeven Price	132.53