Implied Volatility Skew (120-Day)

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

Kodiak Sciences Inc. (KOD) had 120-Day Implied Volatility Skew of 0.0821 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.2921
Historical Volatility (Parkinson)	0.8661
Implied Volatility (Calls)	1.0111
Implied Volatility (Puts)	0.9026
Implied Volatility (Mean)	0.9568
Put-Call Implied Volatility Ratio	0.8928
Implied Volatility Skew	0.0821
Option Statistics
Put-Call Ratio (Volume)	2.4470
Put-Call Ratio (Open Interest)	1.0979