Implied Volatility Skew (180-Day)

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

H World Group Limited Sponsored ADR (HTHT) had 180-Day Implied Volatility Skew of 0.0331 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4003
Historical Volatility (Parkinson)	0.2993
Implied Volatility (Calls)	0.4125
Implied Volatility (Puts)	0.3948
Implied Volatility (Mean)	0.4037
Put-Call Implied Volatility Ratio	0.9572
Implied Volatility Skew	0.0331
Option Statistics
Put-Call Ratio (Volume)	0.2983
Put-Call Ratio (Open Interest)	0.5289
Forward Price	43.38
Call Breakeven Price	49.73
Put Breakeven Price	34.81
Option Breakeven Price	45.31