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 0.0222 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)	0.9312
Historical Volatility (Parkinson)	0.8751
Implied Volatility (Calls)	1.3235
Implied Volatility (Puts)	1.4998
Implied Volatility (Mean)	1.4116
Put-Call Implied Volatility Ratio	1.1332
Implied Volatility Skew	0.0222
Option Statistics
Put-Call Ratio (Volume)	0.1578
Put-Call Ratio (Open Interest)	0.1442