Implied Volatility (Mean) (30-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 Target 12 Big 50 Option Income ETF (BIGY) had 30-Day Implied Volatility (Mean) of 0.2628 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1507
Historical Volatility (Parkinson)	0.0704
Implied Volatility (Calls)	0.2273
Implied Volatility (Puts)	0.2984
Implied Volatility (Mean)	0.2628
Put-Call Implied Volatility Ratio	1.3125
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--