Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0062 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3559
Historical Volatility (Parkinson)	0.2547
Implied Volatility (Calls)	0.5083
Implied Volatility (Puts)	0.5065
Implied Volatility (Mean)	0.5074
Put-Call Implied Volatility Ratio	0.9965
Implied Volatility Skew	-0.0062
Option Statistics
Put-Call Ratio (Volume)	3.6511
Put-Call Ratio (Open Interest)	0.3227
Forward Price	25.54
Call Breakeven Price	31.19
Put Breakeven Price	23.64
Option Breakeven Price	29.50