Implied Volatility Skew (20-Day)

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

YieldMax CVNA Option Income Strategy ETF (CVNY) had 20-Day Implied Volatility Skew of -0.0068 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5354
Historical Volatility (Parkinson)	0.3314
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6964
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	-0.0068
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.5000