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.

WeRide Inc. (WRD) had 20-Day Implied Volatility Skew of -0.2121 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	1.6753
Historical Volatility (Parkinson)	1.3833
Implied Volatility (Calls)	1.3461
Implied Volatility (Puts)	1.3196
Implied Volatility (Mean)	1.3329
Put-Call Implied Volatility Ratio	0.9803
Implied Volatility Skew	-0.2121
Option Statistics
Put-Call Ratio (Volume)	0.2404
Put-Call Ratio (Open Interest)	0.6601