Implied Volatility Skew (10-Day)

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

JD.com, Inc. (JD) had 10-Day Implied Volatility Skew of 0.0182 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3307
Historical Volatility (Parkinson)	0.2741
Implied Volatility (Calls)	0.4210
Implied Volatility (Puts)	0.4031
Implied Volatility (Mean)	0.4121
Put-Call Implied Volatility Ratio	0.9577
Implied Volatility Skew	0.0182
Option Statistics
Put-Call Ratio (Volume)	0.3165
Put-Call Ratio (Open Interest)	0.1933
Forward Price	28.67
Call Breakeven Price	29.36
Put Breakeven Price	25.19
Option Breakeven Price	28.65