Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Alibaba Group Holding Limited (BABA) had 10-Day Put-Call Implied Volatility Ratio of 1.0009 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2494
Historical Volatility (Parkinson)	0.2052
Implied Volatility (Calls)	0.2982
Implied Volatility (Puts)	0.2985
Implied Volatility (Mean)	0.2983
Put-Call Implied Volatility Ratio	1.0009
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2254
Put-Call Ratio (Open Interest)	0.3990
Forward Price	75.62
Call Breakeven Price	79.23
Put Breakeven Price	70.45
Option Breakeven Price	76.60