Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

YieldMax AMD Option Income Strategy ETF (AMDY) had 20-Day Put-Call Implied Volatility Ratio of 3.2050 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3099
Historical Volatility (Parkinson)	0.3310
Implied Volatility (Calls)	0.2175
Implied Volatility (Puts)	0.6969
Implied Volatility (Mean)	0.4572
Put-Call Implied Volatility Ratio	3.2050
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0909
Put-Call Ratio (Open Interest)	0.3821