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 -0.0326 for 2026-02-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-19

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1919
Historical Volatility (Parkinson)	1.0415
Implied Volatility (Calls)	1.1815
Implied Volatility (Puts)	1.1703
Implied Volatility (Mean)	1.1759
Put-Call Implied Volatility Ratio	0.9905
Implied Volatility Skew	-0.0326
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6228