Implied Volatility (Mean) (10-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

X Financial Sponsored ADR (XYF) 10-Day Implied Volatility (Mean) data is not available for 2026-03-05.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4521
Historical Volatility (Parkinson)	0.3390
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--