Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Alibaba Group Holding Limited (BABA) had 20-Day Implied Volatility (Mean) of 0.3178 for 2024-11-22.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3844
Historical Volatility (Parkinson)	0.2029
Implied Volatility (Calls)	0.3254
Implied Volatility (Puts)	0.3103
Implied Volatility (Mean)	0.3178
Put-Call Implied Volatility Ratio	0.9536
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2831
Put-Call Ratio (Open Interest)	0.4332