Implied Volatility (Mean) (90-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 BABA Option Income Strategy ETF (BABO) had 90-Day Implied Volatility (Mean) of 0.5169 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4862
Historical Volatility (Parkinson)	0.3360
Implied Volatility (Calls)	0.3052
Implied Volatility (Puts)	0.7285
Implied Volatility (Mean)	0.5169
Put-Call Implied Volatility Ratio	2.3866
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9942