Implied Volatility (Calls) (180-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Kurv Yield Premium Strategy Amazon (AMZN) ETF (AMZP) had 180-Day Implied Volatility (Calls) of 0.2601 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3090
Historical Volatility (Parkinson)	0.2065
Implied Volatility (Calls)	0.2601
Implied Volatility (Puts)	0.6053
Implied Volatility (Mean)	0.4327
Put-Call Implied Volatility Ratio	2.3273
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.2727