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 -0.0155 for 2025-07-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4990
Historical Volatility (Parkinson)	0.3367
Implied Volatility (Calls)	0.3651
Implied Volatility (Puts)	0.3602
Implied Volatility (Mean)	0.3627
Put-Call Implied Volatility Ratio	0.9867
Implied Volatility Skew	-0.0155
Option Statistics
Put-Call Ratio (Volume)	0.4670
Put-Call Ratio (Open Interest)	0.7860