Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of -0.0227 for 2026-03-06.

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 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5836
Historical Volatility (Parkinson)	0.7214
Implied Volatility (Calls)	1.2916
Implied Volatility (Puts)	1.6642
Implied Volatility (Mean)	1.4779
Put-Call Implied Volatility Ratio	1.2885
Implied Volatility Skew	-0.0227
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0504