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.

Klarna Group plc (KLAR) had 20-Day Implied Volatility Skew of -0.0129 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9585
Historical Volatility (Parkinson)	0.6251
Implied Volatility (Calls)	0.6088
Implied Volatility (Puts)	0.6420
Implied Volatility (Mean)	0.6254
Put-Call Implied Volatility Ratio	1.0545
Implied Volatility Skew	-0.0129
Option Statistics
Put-Call Ratio (Volume)	0.1043
Put-Call Ratio (Open Interest)	0.2676