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.

Alibaba Group Holding Limited (BABA) had 120-Day Implied Volatility Skew of -0.0200 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4543
Historical Volatility (Parkinson)	0.3084
Implied Volatility (Calls)	0.4367
Implied Volatility (Puts)	0.4240
Implied Volatility (Mean)	0.4304
Put-Call Implied Volatility Ratio	0.9708
Implied Volatility Skew	-0.0200
Option Statistics
Put-Call Ratio (Volume)	1.0131
Put-Call Ratio (Open Interest)	0.5200