Implied Volatility Skew (60-Day)

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

YieldMax Target 12 Big 50 Option Income ETF (BIGY) had 60-Day Implied Volatility Skew of 0.1171 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1171
Historical Volatility (Parkinson)	0.0991
Implied Volatility (Calls)	0.2424
Implied Volatility (Puts)	0.2499
Implied Volatility (Mean)	0.2462
Put-Call Implied Volatility Ratio	1.0309
Implied Volatility Skew	0.1171
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3333