Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Alibaba Group Holding Limited (BABA) had 90-Day Put-Call Implied Volatility Ratio of 1.0784 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3265
Historical Volatility (Parkinson)	0.1925
Implied Volatility (Calls)	0.3234
Implied Volatility (Puts)	0.3487
Implied Volatility (Mean)	0.3360
Put-Call Implied Volatility Ratio	1.0784
Implied Volatility Skew	-0.0377
Option Statistics
Put-Call Ratio (Volume)	0.2696
Put-Call Ratio (Open Interest)	0.5940
Forward Price	76.16
Call Breakeven Price	88.81
Put Breakeven Price	67.11
Option Breakeven Price	81.17