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.

Zepp Health Corporation Sponsored ADR (ZEPP) had 20-Day Implied Volatility Skew of 1.1795 for 2026-06-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9188
Historical Volatility (Parkinson)	1.0494
Implied Volatility (Calls)	1.7190
Implied Volatility (Puts)	2.1003
Implied Volatility (Mean)	1.9097
Put-Call Implied Volatility Ratio	1.2218
Implied Volatility Skew	1.1795
Option Statistics
Put-Call Ratio (Volume)	0.0055
Put-Call Ratio (Open Interest)	0.1087