Implied Volatility (Calls) (90-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 90-Day Implied Volatility (Calls) of 0.3687 for 2026-01-09.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3911
Historical Volatility (Parkinson)	0.2931
Implied Volatility (Calls)	0.3687
Implied Volatility (Puts)	0.3985
Implied Volatility (Mean)	0.3836
Put-Call Implied Volatility Ratio	1.0809
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1523
Put-Call Ratio (Open Interest)	0.5964