Implied Volatility Skew (180-Day)

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

Liberty Latin America Ltd. (LILA) had 180-Day Implied Volatility Skew of -0.0958 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3727
Historical Volatility (Parkinson)	0.3929
Implied Volatility (Calls)	0.5319
Implied Volatility (Puts)	0.6147
Implied Volatility (Mean)	0.5733
Put-Call Implied Volatility Ratio	1.1556
Implied Volatility Skew	-0.0958
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1531