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 Gold Miners Option Income Strategy ETF (GDXY) 20-Day Implied Volatility Skew data is not available 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)	0.3274
Historical Volatility (Parkinson)	0.2219
Implied Volatility (Calls)	0.1615
Implied Volatility (Puts)	0.4355
Implied Volatility (Mean)	0.2985
Put-Call Implied Volatility Ratio	2.6962
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3627
Put-Call Ratio (Open Interest)	1.8962