Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of -0.0869 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)	0.5597
Historical Volatility (Parkinson)	0.5206
Implied Volatility (Calls)	0.6615
Implied Volatility (Puts)	0.6227
Implied Volatility (Mean)	0.6421
Put-Call Implied Volatility Ratio	0.9414
Implied Volatility Skew	-0.0869
Option Statistics
Put-Call Ratio (Volume)	0.5142
Put-Call Ratio (Open Interest)	2.2925
Forward Price	5.91
Call Breakeven Price	6.36
Put Breakeven Price	3.02
Option Breakeven Price	4.03