Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0118 for 2026-08-25.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-08-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4006
Historical Volatility (Parkinson)	0.3319
Implied Volatility (Calls)	0.4452
Implied Volatility (Puts)	0.4260
Implied Volatility (Mean)	0.4356
Put-Call Implied Volatility Ratio	0.9569
Implied Volatility Skew	0.0118
Option Statistics
Put-Call Ratio (Volume)	0.2013
Put-Call Ratio (Open Interest)	10.0157