Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.3115 for 2024-11-22.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3454
Historical Volatility (Parkinson)	0.1949
Implied Volatility (Calls)	0.3732
Implied Volatility (Puts)	0.2498
Implied Volatility (Mean)	0.3115
Put-Call Implied Volatility Ratio	0.6692
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5655
Put-Call Ratio (Open Interest)	0.3280