Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0189 for 2025-05-29.

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 2025-05-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6097
Historical Volatility (Parkinson)	0.4712
Implied Volatility (Calls)	0.4673
Implied Volatility (Puts)	0.4134
Implied Volatility (Mean)	0.4403
Put-Call Implied Volatility Ratio	0.8846
Implied Volatility Skew	0.0189
Option Statistics
Put-Call Ratio (Volume)	0.0281
Put-Call Ratio (Open Interest)	0.7551