Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Coca Cola Femsa S.A.B. de C.V. (KOF) 10-Day Implied Volatility Skew data is not available for 2023-01-30.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2023-01-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3239
Historical Volatility (Parkinson)	0.3153
Implied Volatility (Calls)	0.2480
Implied Volatility (Puts)	0.2415
Implied Volatility (Mean)	0.2448
Put-Call Implied Volatility Ratio	0.9734
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	0.1093
Forward Price	74.47
Call Breakeven Price	78.72
Put Breakeven Price	62.46
Option Breakeven Price	77.12