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 Semiconductor Portfolio Option Income ETF (CHPY) had 90-Day Implied Volatility Skew of 0.0242 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5559
Historical Volatility (Parkinson)	0.3718
Implied Volatility (Calls)	0.5048
Implied Volatility (Puts)	0.6037
Implied Volatility (Mean)	0.5542
Put-Call Implied Volatility Ratio	1.1958
Implied Volatility Skew	0.0242
Option Statistics
Put-Call Ratio (Volume)	0.4132
Put-Call Ratio (Open Interest)	1.2094