Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Alibaba Group Holding Limited (BABA) 10-Day Implied Volatility Skew data is not available for 2024-11-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2024-11-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2150
Historical Volatility (Parkinson)	0.1925
Implied Volatility (Calls)	0.3132
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.3041
Put-Call Implied Volatility Ratio	0.9423
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3019
Put-Call Ratio (Open Interest)	0.3654