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 -0.0248 for 2025-09-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4298
Historical Volatility (Parkinson)	0.2227
Implied Volatility (Calls)	0.4449
Implied Volatility (Puts)	0.4395
Implied Volatility (Mean)	0.4422
Put-Call Implied Volatility Ratio	0.9878
Implied Volatility Skew	-0.0248
Option Statistics
Put-Call Ratio (Volume)	0.6500
Put-Call Ratio (Open Interest)	0.5649