Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0117 for 2025-07-11.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-07-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2835
Historical Volatility (Parkinson)	0.2549
Implied Volatility (Calls)	0.4205
Implied Volatility (Puts)	0.6234
Implied Volatility (Mean)	0.5220
Put-Call Implied Volatility Ratio	1.4824
Implied Volatility Skew	-0.0117
Option Statistics
Put-Call Ratio (Volume)	0.1254
Put-Call Ratio (Open Interest)	0.3654