Implied Volatility Skew (30-Day)

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

Amber International Holding Limited - Sponsored ADR (AMBR) had 30-Day Implied Volatility Skew of 0.1969 for 2025-07-25.

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 2025-07-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9758
Historical Volatility (Parkinson)	1.0118
Implied Volatility (Calls)	0.8087
Implied Volatility (Puts)	0.8280
Implied Volatility (Mean)	0.8184
Put-Call Implied Volatility Ratio	1.0239
Implied Volatility Skew	0.1969
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0309