Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Kingsoft Cloud Holdings Limited Sponsored ADR (KC) had 20-Day Implied Volatility Skew of 0.1117 for 2025-11-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-11-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4865
Historical Volatility (Parkinson)	0.3315
Implied Volatility (Calls)	0.6622
Implied Volatility (Puts)	0.8735
Implied Volatility (Mean)	0.7678
Put-Call Implied Volatility Ratio	1.3191
Implied Volatility Skew	0.1117
Option Statistics
Put-Call Ratio (Volume)	0.0105
Put-Call Ratio (Open Interest)	0.3470