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 0.0017 for 2025-12-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-17

Volatility Metrics
Historical Volatility (Close-to-Close)	1.3094
Historical Volatility (Parkinson)	1.1256
Implied Volatility (Calls)	1.4743
Implied Volatility (Puts)	1.4240
Implied Volatility (Mean)	1.4491
Put-Call Implied Volatility Ratio	0.9658
Implied Volatility Skew	0.0017
Option Statistics
Put-Call Ratio (Volume)	0.1985
Put-Call Ratio (Open Interest)	0.0723