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.

Coca Cola Femsa S.A.B. de C.V. (KOF) 20-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2534
Historical Volatility (Parkinson)	0.2440
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	0.3457
Forward Price	93.43
Call Breakeven Price	97.70
Put Breakeven Price	78.25
Option Breakeven Price	92.47