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.

Mercurity Fintech Holding Inc. Sponsored ADR (MFH) had 120-Day Implied Volatility Skew of 0.0074 for 2025-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2025-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	2.5389
Historical Volatility (Parkinson)	2.4750
Implied Volatility (Calls)	1.5582
Implied Volatility (Puts)	1.6735
Implied Volatility (Mean)	1.6159
Put-Call Implied Volatility Ratio	1.0740
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	0.6900
Put-Call Ratio (Open Interest)	0.3357