FSK Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

FSK Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is FSK's one-year implied volatility range?

Over the past year, FS KKR Capital 30-day implied volatility ranged from 10.2% on Sep 17, 2026 to 180.1% on Jul 17, 2026.

How has FSK implied volatility changed recently?

FS KKR Capital 30-day implied volatility went from 42.5% on Oct 12, 2026 to 35.4% on Nov 9, 2026. See the FSK implied volatility history for a longer view.

What is FS KKR Capital Corp?

FS KKR Capital Corp is an externally managed, non-diversified, closed-end management investment company that has elected to be regulated as a business development company.