Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0758 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)	1.2340
Historical Volatility (Parkinson)	0.9204
Implied Volatility (Calls)	1.0731
Implied Volatility (Puts)	0.9644
Implied Volatility (Mean)	1.0187
Put-Call Implied Volatility Ratio	0.8987
Implied Volatility Skew	0.0758
Option Statistics
Put-Call Ratio (Volume)	0.0681
Put-Call Ratio (Open Interest)	1.8609