Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0889 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	3.5533
Historical Volatility (Parkinson)	1.2302
Implied Volatility (Calls)	0.8769
Implied Volatility (Puts)	0.8556
Implied Volatility (Mean)	0.8662
Put-Call Implied Volatility Ratio	0.9758
Implied Volatility Skew	0.0889
Option Statistics
Put-Call Ratio (Volume)	0.0768
Put-Call Ratio (Open Interest)	1.2427