Implied Volatility Skew (30-Day)

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

EHang Holdings Limited Unsponsored ADR (EH) had 30-Day Implied Volatility Skew of 0.1018 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3979
Historical Volatility (Parkinson)	0.4003
Implied Volatility (Calls)	0.5415
Implied Volatility (Puts)	0.5055
Implied Volatility (Mean)	0.5235
Put-Call Implied Volatility Ratio	0.9335
Implied Volatility Skew	0.1018
Option Statistics
Put-Call Ratio (Volume)	0.0038
Put-Call Ratio (Open Interest)	0.2574