Implied Volatility (Calls) (60-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 60-Day Implied Volatility (Calls) of 0.5574 for 2026-07-17.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3177
Historical Volatility (Parkinson)	0.2261
Implied Volatility (Calls)	0.5574
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)	0.0734