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.

Nano Labs Ltd. Sponsored ADR (NA) had 30-Day Implied Volatility Skew of -0.0900 for 2025-12-04.

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 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3757
Historical Volatility (Parkinson)	1.0861
Implied Volatility (Calls)	1.3958
Implied Volatility (Puts)	1.4799
Implied Volatility (Mean)	1.4379
Put-Call Implied Volatility Ratio	1.0603
Implied Volatility Skew	-0.0900
Option Statistics
Put-Call Ratio (Volume)	0.4643
Put-Call Ratio (Open Interest)	1.4685