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 0.3076 for 2026-09-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1978
Historical Volatility (Parkinson)	0.1907
Implied Volatility (Calls)	0.2934
Implied Volatility (Puts)	0.3218
Implied Volatility (Mean)	0.3076
Put-Call Implied Volatility Ratio	1.0968
Implied Volatility Skew	0.1067
Option Statistics
Put-Call Ratio (Volume)	0.0041
Put-Call Ratio (Open Interest)	0.3483