Implied Volatility Skew (150-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
NIO Inc. (NIO) had 150-Day Implied Volatility Skew of 0.0428 for 2024-04-25.
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
NIO Inc. (NIO) had 150-Day Implied Volatility Skew of 0.0428 for 2024-04-25.