Implied Volatility Skew (180-Day)

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

Nano Labs Ltd. Sponsored ADR (NA) had 180-Day Implied Volatility Skew of -0.0457 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7802
Historical Volatility (Parkinson)	0.8012
Implied Volatility (Calls)	1.2535
Implied Volatility (Puts)	1.3937
Implied Volatility (Mean)	1.3236
Put-Call Implied Volatility Ratio	1.1118
Implied Volatility Skew	-0.0457
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1850