Implied Volatility Skew (120-Day)

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

Viking Holdings Ltd. (VIK) had 120-Day Implied Volatility Skew of 0.0445 for 2026-04-14.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4665
Historical Volatility (Parkinson)	0.3692
Implied Volatility (Calls)	0.4399
Implied Volatility (Puts)	0.4537
Implied Volatility (Mean)	0.4468
Put-Call Implied Volatility Ratio	1.0313
Implied Volatility Skew	0.0445
Option Statistics
Put-Call Ratio (Volume)	0.1224
Put-Call Ratio (Open Interest)	1.2524