Implied Volatility Skew (180-Day)

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

Agora, Inc. Sponsored ADR (API) had 180-Day Implied Volatility Skew of 0.2128 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4682
Historical Volatility (Parkinson)	0.4902
Implied Volatility (Calls)	1.3721
Implied Volatility (Puts)	1.1527
Implied Volatility (Mean)	1.2624
Put-Call Implied Volatility Ratio	0.8401
Implied Volatility Skew	0.2128
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0151