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.

Loma Negra Compania Industrial Argentina S.A. Sponsored ADR (LOMA) had 180-Day Implied Volatility Skew of -0.1045 for 2026-06-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4331
Historical Volatility (Parkinson)	0.4515
Implied Volatility (Calls)	0.6418
Implied Volatility (Puts)	0.5385
Implied Volatility (Mean)	0.5902
Put-Call Implied Volatility Ratio	0.8390
Implied Volatility Skew	-0.1045
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8741