Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0021 for 2026-06-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3904
Historical Volatility (Parkinson)	0.2709
Implied Volatility (Calls)	0.4304
Implied Volatility (Puts)	0.4198
Implied Volatility (Mean)	0.4251
Put-Call Implied Volatility Ratio	0.9752
Implied Volatility Skew	0.0021
Option Statistics
Put-Call Ratio (Volume)	0.2399
Put-Call Ratio (Open Interest)	1.4776