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 DIS Option Income Strategy ETF (DISO) had 20-Day Implied Volatility Skew of 0.1185 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1469
Historical Volatility (Parkinson)	0.1474
Implied Volatility (Calls)	0.8447
Implied Volatility (Puts)	0.7797
Implied Volatility (Mean)	0.8122
Put-Call Implied Volatility Ratio	0.9231
Implied Volatility Skew	0.1185
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000