Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of -0.0854 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)	0.9981
Historical Volatility (Parkinson)	0.9019
Implied Volatility (Calls)	1.7451
Implied Volatility (Puts)	2.0135
Implied Volatility (Mean)	1.8793
Put-Call Implied Volatility Ratio	1.1538
Implied Volatility Skew	-0.0854
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	27.5003