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 AI & Tech Portfolio Option Income ETF (GPTY) had 10-Day Implied Volatility Skew of 0.2149 for 2026-03-05.

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 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2605
Historical Volatility (Parkinson)	0.2361
Implied Volatility (Calls)	0.4307
Implied Volatility (Puts)	0.4176
Implied Volatility (Mean)	0.4241
Put-Call Implied Volatility Ratio	0.9696
Implied Volatility Skew	0.2149
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8718