Implied Volatility Skew (10-Day)

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

YieldMax COIN Option Income Strategy ETF (CONY) had 10-Day Implied Volatility Skew of -0.1447 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5265
Historical Volatility (Parkinson)	0.4347
Implied Volatility (Calls)	0.5434
Implied Volatility (Puts)	0.9284
Implied Volatility (Mean)	0.7359
Put-Call Implied Volatility Ratio	1.7085
Implied Volatility Skew	-0.1447
Option Statistics
Put-Call Ratio (Volume)	0.7391
Put-Call Ratio (Open Interest)	0.8102