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.

Tencent Music Entertainment Group Sponsored ADR (TME) had 120-Day Implied Volatility Skew of 0.0131 for 2026-10-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3917
Historical Volatility (Parkinson)	0.2949
Implied Volatility (Calls)	0.4015
Implied Volatility (Puts)	0.4040
Implied Volatility (Mean)	0.4028
Put-Call Implied Volatility Ratio	1.0061
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	0.2438
Put-Call Ratio (Open Interest)	1.6615