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.
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. (OMAB) had 20-Day Implied Volatility Skew of 0.0400 for 2025-12-02.
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