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.

Atour Lifestyle Holdings Limited Sponsored ADR (ATAT) had 120-Day Implied Volatility Skew of -0.0711 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)	0.4156
Historical Volatility (Parkinson)	0.3767
Implied Volatility (Calls)	0.4823
Implied Volatility (Puts)	0.4762
Implied Volatility (Mean)	0.4793
Put-Call Implied Volatility Ratio	0.9875
Implied Volatility Skew	-0.0711
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.3354