Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0105 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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Up to 20 years of data history
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Figures for 2026-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3587
Historical Volatility (Parkinson)	0.2484
Implied Volatility (Calls)	0.4525
Implied Volatility (Puts)	0.4053
Implied Volatility (Mean)	0.4289
Put-Call Implied Volatility Ratio	0.8957
Implied Volatility Skew	0.0105
Option Statistics
Put-Call Ratio (Volume)	0.2951
Put-Call Ratio (Open Interest)	0.4835