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 Short COIN Option Income Strategy ETF (FIAT) had 20-Day Implied Volatility Skew of -0.1488 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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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3924
Historical Volatility (Parkinson)	0.3180
Implied Volatility (Calls)	0.5192
Implied Volatility (Puts)	0.7483
Implied Volatility (Mean)	0.6338
Put-Call Implied Volatility Ratio	1.4412
Implied Volatility Skew	-0.1488
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	3.8204