Implied Volatility Skew (10-Day)

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

Trip.com Group Limited Sponsored ADR (TCOM) had 10-Day Implied Volatility Skew of 0.2744 for 2026-07-08.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2649
Historical Volatility (Parkinson)	0.2712
Implied Volatility (Calls)	0.4462
Implied Volatility (Puts)	0.3866
Implied Volatility (Mean)	0.4164
Put-Call Implied Volatility Ratio	0.8664
Implied Volatility Skew	0.2744
Option Statistics
Put-Call Ratio (Volume)	0.1928
Put-Call Ratio (Open Interest)	1.0473