Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2024-06-28.

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Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7555
Historical Volatility (Parkinson)	0.6898
Implied Volatility (Calls)	0.8889
Implied Volatility (Puts)	0.8638
Implied Volatility (Mean)	0.8763
Put-Call Implied Volatility Ratio	0.9717
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.0000
Put-Call Ratio (Open Interest)	0.6812
Forward Price	2.10
Call Breakeven Price	2.69
Put Breakeven Price	1.89
Option Breakeven Price	2.37