Implied Volatility Skew (10-Day)

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

Kennedy-Wilson Holdings Inc. (KW) had 10-Day Implied Volatility Skew of -0.0248 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0499
Historical Volatility (Parkinson)	0.0651
Implied Volatility (Calls)	0.3369
Implied Volatility (Puts)	0.3390
Implied Volatility (Mean)	0.3379
Put-Call Implied Volatility Ratio	1.0062
Implied Volatility Skew	-0.0248
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0883