Implied Volatility (Calls) (150-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
Grupo Financiero Santander Mexico S.A. B. de C.V. (BSMX) had 150-Day Implied Volatility (Calls) of 1.8869 for 2023-05-04.
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