Implied Volatility Skew (20-Day)

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

Lufax Holding Ltd. Sponsored ADR (LU) had 20-Day Implied Volatility Skew of 0.6778 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5080
Historical Volatility (Parkinson)	0.4658
Implied Volatility (Calls)	1.4409
Implied Volatility (Puts)	3.0623
Implied Volatility (Mean)	2.2516
Put-Call Implied Volatility Ratio	2.1252
Implied Volatility Skew	0.6778
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000