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.

JD.com, Inc. (JD) had 120-Day Implied Volatility Skew of 0.0060 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)	0.5316
Historical Volatility (Parkinson)	0.2808
Implied Volatility (Calls)	0.4603
Implied Volatility (Puts)	0.4582
Implied Volatility (Mean)	0.4593
Put-Call Implied Volatility Ratio	0.9955
Implied Volatility Skew	0.0060
Option Statistics
Put-Call Ratio (Volume)	0.3110
Put-Call Ratio (Open Interest)	0.6586
Forward Price	29.11
Call Breakeven Price	34.18
Put Breakeven Price	22.92
Option Breakeven Price	29.72