Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1168 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3675
Historical Volatility (Parkinson)	0.2937
Implied Volatility (Calls)	0.6498
Implied Volatility (Puts)	0.2561
Implied Volatility (Mean)	0.4529
Put-Call Implied Volatility Ratio	0.3941
Implied Volatility Skew	0.1168
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2500