Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.4174 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)	0.1510
Historical Volatility (Parkinson)	0.1813
Implied Volatility (Calls)	0.4232
Implied Volatility (Puts)	0.4245
Implied Volatility (Mean)	0.4238
Put-Call Implied Volatility Ratio	1.0032
Implied Volatility Skew	0.4174
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7500