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 HOOD Option Income Strategy ETF (HOOY) had 20-Day Implied Volatility Skew of -0.1955 for 2026-04-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5153
Historical Volatility (Parkinson)	0.3770
Implied Volatility (Calls)	0.7619
Implied Volatility (Puts)	0.9302
Implied Volatility (Mean)	0.8460
Put-Call Implied Volatility Ratio	1.2209
Implied Volatility Skew	-0.1955
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4107