Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0068 for 2026-05-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3558
Historical Volatility (Parkinson)	0.2379
Implied Volatility (Calls)	0.4674
Implied Volatility (Puts)	0.4598
Implied Volatility (Mean)	0.4636
Put-Call Implied Volatility Ratio	0.9838
Implied Volatility Skew	-0.0068
Option Statistics
Put-Call Ratio (Volume)	0.2508
Put-Call Ratio (Open Interest)	0.7554