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 HIMS Option Income Strategy ETF (HIYY) 20-Day Implied Volatility Skew data is not available for 2026-01-07.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2584
Historical Volatility (Parkinson)	0.2328
Implied Volatility (Calls)	0.5708
Implied Volatility (Puts)	1.1263
Implied Volatility (Mean)	0.8485
Put-Call Implied Volatility Ratio	1.9732
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	13.0286