Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Loma Negra Compania Industrial Argentina S.A. Sponsored ADR (LOMA) had 180-Day Implied Volatility (Puts) of 0.5632 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6419
Historical Volatility (Parkinson)	0.5108
Implied Volatility (Calls)	0.5265
Implied Volatility (Puts)	0.5632
Implied Volatility (Mean)	0.5449
Put-Call Implied Volatility Ratio	1.0697
Implied Volatility Skew	-0.0679
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3315