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.

YieldMax AAPL Option Income Strategy ETF (APLY) had 20-Day Implied Volatility Skew of -0.0880 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1614
Historical Volatility (Parkinson)	0.1303
Implied Volatility (Calls)	0.2653
Implied Volatility (Puts)	0.3525
Implied Volatility (Mean)	0.3089
Put-Call Implied Volatility Ratio	1.3290
Implied Volatility Skew	-0.0880
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1773