Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Bilibili Inc. Sponsored ADR (BILI) had 20-Day Implied Volatility Skew of 0.1906 for 2026-09-02.

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 2026-09-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3810
Historical Volatility (Parkinson)	0.2275
Implied Volatility (Calls)	0.4174
Implied Volatility (Puts)	0.4510
Implied Volatility (Mean)	0.4342
Put-Call Implied Volatility Ratio	1.0805
Implied Volatility Skew	0.1906
Option Statistics
Put-Call Ratio (Volume)	0.2237
Put-Call Ratio (Open Interest)	1.9787