Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0596 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)	0.5346
Historical Volatility (Parkinson)	0.4843
Implied Volatility (Calls)	0.5751
Implied Volatility (Puts)	0.6660
Implied Volatility (Mean)	0.6205
Put-Call Implied Volatility Ratio	1.1580
Implied Volatility Skew	-0.0596
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	7.8115