Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Banco Latinoamericano de Comercio Exterior, S.A. (BLX) had 30-Day Implied Volatility (Mean) of 0.2773 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2153
Historical Volatility (Parkinson)	0.2184
Implied Volatility (Calls)	0.2828
Implied Volatility (Puts)	0.2719
Implied Volatility (Mean)	0.2773
Put-Call Implied Volatility Ratio	0.9614
Implied Volatility Skew	0.1118
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.5351