Implied Volatility Skew (150-Day)

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

YieldMax Gold Miners Option Income Strategy ETF (GDXY) had 150-Day Implied Volatility Skew of -0.0284 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3135
Historical Volatility (Parkinson)	0.2365
Implied Volatility (Calls)	0.3964
Implied Volatility (Puts)	0.4403
Implied Volatility (Mean)	0.4184
Put-Call Implied Volatility Ratio	1.1106
Implied Volatility Skew	-0.0284
Option Statistics
Put-Call Ratio (Volume)	1.6000
Put-Call Ratio (Open Interest)	0.7001