Implied Volatility Skew (150-Day)

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

Tuya Inc. Sponsored ADR (TUYA) had 150-Day Implied Volatility Skew of 0.0369 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4605
Historical Volatility (Parkinson)	0.4345
Implied Volatility (Calls)	0.6842
Implied Volatility (Puts)	0.8506
Implied Volatility (Mean)	0.7674
Put-Call Implied Volatility Ratio	1.2431
Implied Volatility Skew	0.0369
Option Statistics
Put-Call Ratio (Volume)	1.6818
Put-Call Ratio (Open Interest)	0.4197