Implied Volatility (Calls) (180-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

YieldMax Short TSLA Option Income Strategy ETF (CRSH) had 180-Day Implied Volatility (Calls) of 0.7511 for 2026-10-19.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3810
Historical Volatility (Parkinson)	0.2845
Implied Volatility (Calls)	0.7511
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0000