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.
Grupo Aeroportuario del Sureste, S.A. de C.V. (ASR) had 20-Day Implied Volatility Skew of 0.0456 for 2026-01-16.
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