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.

Joint Stock Company Kaspi.kz Sponsored ADR (KSPI) had 30-Day Implied Volatility Skew of 0.1631 for 2025-10-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2864
Historical Volatility (Parkinson)	0.2911
Implied Volatility (Calls)	0.5062
Implied Volatility (Puts)	0.3701
Implied Volatility (Mean)	0.4382
Put-Call Implied Volatility Ratio	0.7310
Implied Volatility Skew	0.1631
Option Statistics
Put-Call Ratio (Volume)	0.8963
Put-Call Ratio (Open Interest)	1.7051