Implied Volatility (Puts) (120-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

YieldMax AI & Tech Portfolio Option Income ETF (GPTY) 120-Day Implied Volatility (Puts) data is not available for 2026-03-05.

For much more extensive volatility insights, check out our new product VolVue:

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2553
Historical Volatility (Parkinson)	0.2216
Implied Volatility (Calls)	0.3896
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.8687