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.

KKR & Co. Inc. (KKR) 20-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4012
Historical Volatility (Parkinson)	0.3213
Implied Volatility (Calls)	0.2561
Implied Volatility (Puts)	0.2612
Implied Volatility (Mean)	0.2587
Put-Call Implied Volatility Ratio	1.0198
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0635
Put-Call Ratio (Open Interest)	0.3575
Forward Price	104.41
Call Breakeven Price	109.04
Put Breakeven Price	93.10
Option Breakeven Price	106.55