Implied Volatility Skew (180-Day)

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

YieldMax CRCL Option Income Strategy ETF (CRCO) had 180-Day Implied Volatility Skew of -0.0878 for 2026-04-10.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8297
Historical Volatility (Parkinson)	0.5833
Implied Volatility (Calls)	0.4986
Implied Volatility (Puts)	1.2328
Implied Volatility (Mean)	0.8657
Put-Call Implied Volatility Ratio	2.4727
Implied Volatility Skew	-0.0878
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6850