Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

America Movil, S.A.B. de C.V. Unsponsored ADR (AMX) 120-Day Implied Volatility Skew data is not available for 2024-04-17.

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Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2467
Historical Volatility (Parkinson)	0.2079
Implied Volatility (Calls)	0.2363
Implied Volatility (Puts)	0.2972
Implied Volatility (Mean)	0.2667
Put-Call Implied Volatility Ratio	1.2576
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0001
Put-Call Ratio (Open Interest)	0.3146
Forward Price	18.10
Call Breakeven Price	21.02
Put Breakeven Price	15.99
Option Breakeven Price	19.82