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.

NIO Inc. (NIO) had 60-Day Implied Volatility Skew of 0.0494 for 2024-04-22.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6397
Historical Volatility (Parkinson)	0.5607
Implied Volatility (Calls)	0.8222
Implied Volatility (Puts)	0.8227
Implied Volatility (Mean)	0.8224
Put-Call Implied Volatility Ratio	1.0007
Implied Volatility Skew	0.0494
Option Statistics
Put-Call Ratio (Volume)	0.6222
Put-Call Ratio (Open Interest)	0.5098
Forward Price	4.04
Call Breakeven Price	11.42
Put Breakeven Price	3.82
Option Breakeven Price	8.85