Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0128 for 2026-03-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4178
Historical Volatility (Parkinson)	0.2920
Implied Volatility (Calls)	0.4399
Implied Volatility (Puts)	0.4086
Implied Volatility (Mean)	0.4242
Put-Call Implied Volatility Ratio	0.9288
Implied Volatility Skew	0.0128
Option Statistics
Put-Call Ratio (Volume)	1.0103
Put-Call Ratio (Open Interest)	1.4169