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 Cibest S.A. - Sponsored ADR (CIB) had 120-Day Implied Volatility Skew of 0.1730 for 2026-03-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3438
Historical Volatility (Parkinson)	0.3079
Implied Volatility (Calls)	0.4928
Implied Volatility (Puts)	0.3134
Implied Volatility (Mean)	0.4031
Put-Call Implied Volatility Ratio	0.6359
Implied Volatility Skew	0.1730
Option Statistics
Put-Call Ratio (Volume)	0.5517
Put-Call Ratio (Open Interest)	0.5927