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.

Canaan Inc. Sponsored ADR (CAN) had 60-Day Implied Volatility Skew of 0.1633 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8861
Historical Volatility (Parkinson)	0.8546
Implied Volatility (Calls)	1.9889
Implied Volatility (Puts)	1.2980
Implied Volatility (Mean)	1.6434
Put-Call Implied Volatility Ratio	0.6526
Implied Volatility Skew	0.1633
Option Statistics
Put-Call Ratio (Volume)	0.2180
Put-Call Ratio (Open Interest)	0.0020