Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0233 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)	0.4426
Historical Volatility (Parkinson)	0.2985
Implied Volatility (Calls)	0.4091
Implied Volatility (Puts)	0.4081
Implied Volatility (Mean)	0.4086
Put-Call Implied Volatility Ratio	0.9976
Implied Volatility Skew	0.0233
Option Statistics
Put-Call Ratio (Volume)	0.1379
Put-Call Ratio (Open Interest)	1.2422