Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of -0.0048 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)	0.5253
Historical Volatility (Parkinson)	0.1588
Implied Volatility (Calls)	0.5301
Implied Volatility (Puts)	0.4662
Implied Volatility (Mean)	0.4982
Put-Call Implied Volatility Ratio	0.8795
Implied Volatility Skew	-0.0048
Option Statistics
Put-Call Ratio (Volume)	0.0667
Put-Call Ratio (Open Interest)	0.0737