Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of -0.0878 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)	0.3784
Historical Volatility (Parkinson)	0.2072
Implied Volatility (Calls)	0.3016
Implied Volatility (Puts)	0.3924
Implied Volatility (Mean)	0.3470
Put-Call Implied Volatility Ratio	1.3008
Implied Volatility Skew	-0.0878
Option Statistics
Put-Call Ratio (Volume)	0.4356
Put-Call Ratio (Open Interest)	0.4047
Forward Price	86.19
Call Breakeven Price	94.86
Put Breakeven Price	69.89
Option Breakeven Price	87.60