Implied Volatility Skew (150-Day)

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

KraneShares China Technology & Semiconductor STAR 50 Index ETF (KSTR) had 150-Day Implied Volatility Skew of 0.0104 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)	0.5289
Historical Volatility (Parkinson)	0.1581
Implied Volatility (Calls)	0.5267
Implied Volatility (Puts)	0.4655
Implied Volatility (Mean)	0.4961
Put-Call Implied Volatility Ratio	0.8837
Implied Volatility Skew	0.0104
Option Statistics
Put-Call Ratio (Volume)	0.0624
Put-Call Ratio (Open Interest)	0.0948