Implied Volatility Skew (90-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) 90-Day Implied Volatility Skew data is not available for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2588
Historical Volatility (Parkinson)	0.2164
Implied Volatility (Calls)	0.2575
Implied Volatility (Puts)	0.2917
Implied Volatility (Mean)	0.2746
Put-Call Implied Volatility Ratio	1.1329
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0025
Put-Call Ratio (Open Interest)	0.3688
Forward Price	18.12
Call Breakeven Price	20.85
Put Breakeven Price	15.90
Option Breakeven Price	19.54