Implied Volatility Skew (120-Day)

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

Vnet Group Inc. (VNET) had 120-Day Implied Volatility Skew of 0.0154 for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7608
Historical Volatility (Parkinson)	0.7198
Implied Volatility (Calls)	0.7987
Implied Volatility (Puts)	0.8722
Implied Volatility (Mean)	0.8355
Put-Call Implied Volatility Ratio	1.0919
Implied Volatility Skew	0.0154
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0878
Forward Price	2.10
Call Breakeven Price	2.83
Put Breakeven Price	1.52
Option Breakeven Price	2.73