Implied Volatility (Mean) (10-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

H World Group Limited Sponsored ADR (HTHT) had 10-Day Implied Volatility (Mean) of 0.4523 for 2025-07-18.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2806
Historical Volatility (Parkinson)	0.2543
Implied Volatility (Calls)	0.5081
Implied Volatility (Puts)	0.3965
Implied Volatility (Mean)	0.4523
Put-Call Implied Volatility Ratio	0.7805
Implied Volatility Skew	0.0954
Option Statistics
Put-Call Ratio (Volume)	1.4000
Put-Call Ratio (Open Interest)	0.0000