Implied Volatility (Calls) (20-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 NVDA Option Income Strategy ETF (DIPS) had 20-Day Implied Volatility (Calls) of 0.3496 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3394
Historical Volatility (Parkinson)	0.1464
Implied Volatility (Calls)	0.3496
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)	7.0000