Implied Volatility Skew (10-Day)

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

Atour Lifestyle Holdings Limited Sponsored ADR (ATAT) 10-Day Implied Volatility Skew data is not available for 2025-07-16.

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
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2025-07-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3584
Historical Volatility (Parkinson)	0.3600
Implied Volatility (Calls)	0.8517
Implied Volatility (Puts)	0.4892
Implied Volatility (Mean)	0.6704
Put-Call Implied Volatility Ratio	0.5744
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.6161
Put-Call Ratio (Open Interest)	0.3351