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 0.0567 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	1.0984
Historical Volatility (Parkinson)	0.8123
Implied Volatility (Calls)	1.3719
Implied Volatility (Puts)	1.2832
Implied Volatility (Mean)	1.3275
Put-Call Implied Volatility Ratio	0.9354
Implied Volatility Skew	0.0567
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4220