Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

YieldMax AI & Tech Portfolio Option Income ETF (GPTY) had 20-Day Put-Call Implied Volatility Ratio of 1.2378 for 2026-04-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1421
Historical Volatility (Parkinson)	0.1717
Implied Volatility (Calls)	0.3162
Implied Volatility (Puts)	0.3914
Implied Volatility (Mean)	0.3538
Put-Call Implied Volatility Ratio	1.2378
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.5000