Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of -0.0468 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3890
Historical Volatility (Parkinson)	0.3478
Implied Volatility (Calls)	0.3995
Implied Volatility (Puts)	0.3649
Implied Volatility (Mean)	0.3822
Put-Call Implied Volatility Ratio	0.9132
Implied Volatility Skew	-0.0468
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	0.5514