Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.1978 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6443
Historical Volatility (Parkinson)	0.6735
Implied Volatility (Calls)	0.9445
Implied Volatility (Puts)	1.0157
Implied Volatility (Mean)	0.9801
Put-Call Implied Volatility Ratio	1.0754
Implied Volatility Skew	0.1978
Option Statistics
Put-Call Ratio (Volume)	2.8731
Put-Call Ratio (Open Interest)	0.7891