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) had 120-Day Implied Volatility Skew of 0.0893 for 2025-06-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2681
Historical Volatility (Parkinson)	0.2628
Implied Volatility (Calls)	0.2447
Implied Volatility (Puts)	0.2640
Implied Volatility (Mean)	0.2544
Put-Call Implied Volatility Ratio	1.0789
Implied Volatility Skew	0.0893
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.1662