Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.1177 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4251
Historical Volatility (Parkinson)	0.3560
Implied Volatility (Calls)	0.3943
Implied Volatility (Puts)	0.6967
Implied Volatility (Mean)	0.5455
Put-Call Implied Volatility Ratio	1.7667
Implied Volatility Skew	-0.1177
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0000