Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0528 for 2026-08-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-08-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3847
Historical Volatility (Parkinson)	0.3191
Implied Volatility (Calls)	1.3962
Implied Volatility (Puts)	0.6190
Implied Volatility (Mean)	1.0076
Put-Call Implied Volatility Ratio	0.4434
Implied Volatility Skew	0.0528
Option Statistics
Put-Call Ratio (Volume)	0.6364
Put-Call Ratio (Open Interest)	0.4830