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.

Atour Lifestyle Holdings Limited Sponsored ADR (ATAT) had 180-Day Implied Volatility Skew of -0.0022 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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Figures for 2025-07-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4486
Historical Volatility (Parkinson)	0.4783
Implied Volatility (Calls)	0.5394
Implied Volatility (Puts)	0.4635
Implied Volatility (Mean)	0.5014
Put-Call Implied Volatility Ratio	0.8592
Implied Volatility Skew	-0.0022
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1065