Implied Volatility Skew (120-Day)
Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.
Grupo Aeroportuario del Sureste, S.A. de C.V. (ASR) had 120-Day Implied Volatility Skew of 0.0531 for 2026-03-06.
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