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 -0.0347 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3878
Historical Volatility (Parkinson)	0.2182
Implied Volatility (Calls)	0.3307
Implied Volatility (Puts)	0.3878
Implied Volatility (Mean)	0.3592
Put-Call Implied Volatility Ratio	1.1727
Implied Volatility Skew	-0.0347
Option Statistics
Put-Call Ratio (Volume)	0.1263
Put-Call Ratio (Open Interest)	0.5822
Forward Price	87.10
Call Breakeven Price	95.81
Put Breakeven Price	69.67
Option Breakeven Price	86.20