Implied Volatility (Calls) (30-Day)

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

Tencent Music Entertainment Group Sponsored ADR (TME) had 30-Day Implied Volatility (Calls) of 0.4613 for 2025-05-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5829
Historical Volatility (Parkinson)	0.4245
Implied Volatility (Calls)	0.4613
Implied Volatility (Puts)	0.4104
Implied Volatility (Mean)	0.4358
Put-Call Implied Volatility Ratio	0.8896
Implied Volatility Skew	0.1015
Option Statistics
Put-Call Ratio (Volume)	0.7491
Put-Call Ratio (Open Interest)	0.4727