Implied Volatility Skew (10-Day)

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

YieldMax Short COIN Option Income Strategy ETF (FIAT) had 10-Day Implied Volatility Skew of -0.2023 for 2026-06-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4639
Historical Volatility (Parkinson)	0.3377
Implied Volatility (Calls)	0.4857
Implied Volatility (Puts)	0.7978
Implied Volatility (Mean)	0.6417
Put-Call Implied Volatility Ratio	1.6425
Implied Volatility Skew	-0.2023
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.4257