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.

RLX Technology Inc. Sponsored ADR (RLX) had 20-Day Implied Volatility Skew of 0.1023 for 2026-01-20.

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 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2557
Historical Volatility (Parkinson)	0.2639
Implied Volatility (Calls)	1.3771
Implied Volatility (Puts)	0.8493
Implied Volatility (Mean)	1.1132
Put-Call Implied Volatility Ratio	0.6167
Implied Volatility Skew	0.1023
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000