Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0948 for 2026-02-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3342
Historical Volatility (Parkinson)	0.3473
Implied Volatility (Calls)	0.4967
Implied Volatility (Puts)	0.5002
Implied Volatility (Mean)	0.4985
Put-Call Implied Volatility Ratio	1.0070
Implied Volatility Skew	0.0948
Option Statistics
Put-Call Ratio (Volume)	0.9350
Put-Call Ratio (Open Interest)	0.4085