Implied Volatility Skew (20-Day)

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

HUYA Inc. Sponsored ADR (HUYA) had 20-Day Implied Volatility Skew of 0.0667 for 2026-02-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7599
Historical Volatility (Parkinson)	0.6960
Implied Volatility (Calls)	1.3224
Implied Volatility (Puts)	1.1148
Implied Volatility (Mean)	1.2186
Put-Call Implied Volatility Ratio	0.8430
Implied Volatility Skew	0.0667
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0406