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 0.0083 for 2026-01-20.

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 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6642
Historical Volatility (Parkinson)	0.7706
Implied Volatility (Calls)	1.5454
Implied Volatility (Puts)	1.7622
Implied Volatility (Mean)	1.6538
Put-Call Implied Volatility Ratio	1.1403
Implied Volatility Skew	0.0083
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9656