Implied Volatility Skew (90-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

YieldMax BABA Option Income Strategy ETF (BABO) had 90-Day Implied Volatility Skew of 0.1868 for 2026-03-06.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3353
Historical Volatility (Parkinson)	0.2256
Implied Volatility (Calls)	0.8413
Implied Volatility (Puts)	0.6249
Implied Volatility (Mean)	0.7331
Put-Call Implied Volatility Ratio	0.7427
Implied Volatility Skew	0.1868
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3652