Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

YieldMax AAPL Option Income Strategy ETF (APLY) had 20-Day Implied Volatility (Mean) of 0.6799 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2758
Historical Volatility (Parkinson)	0.1603
Implied Volatility (Calls)	0.2867
Implied Volatility (Puts)	1.0732
Implied Volatility (Mean)	0.6799
Put-Call Implied Volatility Ratio	3.7439
Implied Volatility Skew	0.6794
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.7500