Implied Volatility Skew (180-Day)

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

UP Fintech Holding Limited (TIGR) had 180-Day Implied Volatility Skew of 0.0101 for 2025-06-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8740
Historical Volatility (Parkinson)	0.6924
Implied Volatility (Calls)	0.6140
Implied Volatility (Puts)	0.6144
Implied Volatility (Mean)	0.6142
Put-Call Implied Volatility Ratio	1.0007
Implied Volatility Skew	0.0101
Option Statistics
Put-Call Ratio (Volume)	0.1151
Put-Call Ratio (Open Interest)	4.1024