Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1913 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3809
Historical Volatility (Parkinson)	0.3061
Implied Volatility (Calls)	0.6280
Implied Volatility (Puts)	0.8163
Implied Volatility (Mean)	0.7222
Put-Call Implied Volatility Ratio	1.2999
Implied Volatility Skew	0.1913
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7273