Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

KraneShares 2x Long PDD Daily ETF (KPDD) had 60-Day Implied Volatility Skew of 0.1276 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9344
Historical Volatility (Parkinson)	0.5473
Implied Volatility (Calls)	0.9536
Implied Volatility (Puts)	0.6699
Implied Volatility (Mean)	0.8118
Put-Call Implied Volatility Ratio	0.7025
Implied Volatility Skew	0.1276
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.2875