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.

HUTCHMED (China) Limited Sponsored ADR (HCM) had 30-Day Implied Volatility Skew of 0.6153 for 2026-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6077
Historical Volatility (Parkinson)	0.2296
Implied Volatility (Calls)	0.6542
Implied Volatility (Puts)	1.7105
Implied Volatility (Mean)	1.1823
Put-Call Implied Volatility Ratio	2.6145
Implied Volatility Skew	0.6153
Option Statistics
Put-Call Ratio (Volume)	0.0580
Put-Call Ratio (Open Interest)	0.0000