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) 20-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3031
Historical Volatility (Parkinson)	0.2592
Implied Volatility (Calls)	0.2507
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2222
Put-Call Ratio (Open Interest)	0.4760
Forward Price	18.43
Call Breakeven Price	20.53
Put Breakeven Price	15.92
Option Breakeven Price	19.04