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.

Qudian Inc. - Sponsored ADR (HTT) had 180-Day Implied Volatility Skew of 0.2319 for 2025-12-26.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-12-26

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.7754
Implied Volatility (Puts)	1.1950
Implied Volatility (Mean)	0.9852
Put-Call Implied Volatility Ratio	1.5411
Implied Volatility Skew	0.2319
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.8352