Implied Volatility Skew (30-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. (AMX) had 30-Day Implied Volatility Skew of 0.2248 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3740
Historical Volatility (Parkinson)	0.2767
Implied Volatility (Calls)	0.3605
Implied Volatility (Puts)	0.4502
Implied Volatility (Mean)	0.4054
Put-Call Implied Volatility Ratio	1.2488
Implied Volatility Skew	0.2248
Option Statistics
Put-Call Ratio (Volume)	0.0411
Put-Call Ratio (Open Interest)	--
Forward Price	16.65
Call Breakeven Price	--
Put Breakeven Price	15.75
Option Breakeven Price	15.75

Data from Quantcha