Implied Volatility (Mean) (90-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Joint Stock Company Kaspi.kz Sponsored ADR (KSPI) had 90-Day Implied Volatility (Mean) of 0.4250 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4396
Historical Volatility (Parkinson)	0.3968
Implied Volatility (Calls)	0.4049
Implied Volatility (Puts)	0.4450
Implied Volatility (Mean)	0.4250
Put-Call Implied Volatility Ratio	1.0989
Implied Volatility Skew	0.0131
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0283