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.

Kenon Holdings Ltd. (KEN) had 30-Day Implied Volatility Skew of 0.1540 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3492
Historical Volatility (Parkinson)	0.2635
Implied Volatility (Calls)	0.3459
Implied Volatility (Puts)	0.3844
Implied Volatility (Mean)	0.3652
Put-Call Implied Volatility Ratio	1.1112
Implied Volatility Skew	0.1540
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0588