Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Pony AI Inc. - Sponsored ADR (PONY) had 120-Day Implied Volatility Skew of 0.2438 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5486
Historical Volatility (Parkinson)	0.4870
Implied Volatility (Calls)	0.6855
Implied Volatility (Puts)	1.1337
Implied Volatility (Mean)	0.9096
Put-Call Implied Volatility Ratio	1.6539
Implied Volatility Skew	0.2438
Option Statistics
Put-Call Ratio (Volume)	0.1035
Put-Call Ratio (Open Interest)	0.1729