Implied Volatility Skew (120-Day)

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

iQIYI, Inc. Sponsored ADR (IQ) had 120-Day Implied Volatility Skew of -0.0125 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)	0.5840
Historical Volatility (Parkinson)	0.5308
Implied Volatility (Calls)	0.5842
Implied Volatility (Puts)	0.5770
Implied Volatility (Mean)	0.5806
Put-Call Implied Volatility Ratio	0.9878
Implied Volatility Skew	-0.0125
Option Statistics
Put-Call Ratio (Volume)	0.3437
Put-Call Ratio (Open Interest)	1.0474
Forward Price	5.90
Call Breakeven Price	6.74
Put Breakeven Price	2.92
Option Breakeven Price	4.94