Implied Volatility (Calls) (150-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

America Movil, S.A.B. de C.V. Unsponsored ADR (AMX) had 150-Day Implied Volatility (Calls) of 0.2075 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2502
Historical Volatility (Parkinson)	0.2153
Implied Volatility (Calls)	0.2075
Implied Volatility (Puts)	0.2965
Implied Volatility (Mean)	0.2520
Put-Call Implied Volatility Ratio	1.4291
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.4064
Forward Price	18.86
Call Breakeven Price	21.03
Put Breakeven Price	16.59
Option Breakeven Price	18.65