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.
Loma Negra Compania Industrial Argentina S.A. Sponsored ADR (LOMA) had 120-Day Implied Volatility Skew of -0.0100 for 2026-03-09.
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