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 0.0168 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3088
Historical Volatility (Parkinson)	0.2682
Implied Volatility (Calls)	0.2999
Implied Volatility (Puts)	0.3309
Implied Volatility (Mean)	0.3154
Put-Call Implied Volatility Ratio	1.1034
Implied Volatility Skew	0.0168
Option Statistics
Put-Call Ratio (Volume)	1.1264
Put-Call Ratio (Open Interest)	0.1516