Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0863 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)	0.2663
Historical Volatility (Parkinson)	0.2576
Implied Volatility (Calls)	0.2605
Implied Volatility (Puts)	0.2292
Implied Volatility (Mean)	0.2448
Put-Call Implied Volatility Ratio	0.8798
Implied Volatility Skew	0.0863
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7923