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.

Zai Lab Limited Unsponsored ADR (ZLAB) had 30-Day Implied Volatility Skew of -0.1711 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5528
Historical Volatility (Parkinson)	0.4913
Implied Volatility (Calls)	0.9549
Implied Volatility (Puts)	0.6193
Implied Volatility (Mean)	0.7871
Put-Call Implied Volatility Ratio	0.6486
Implied Volatility Skew	-0.1711
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3755