Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.4784 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)	0.4541
Historical Volatility (Parkinson)	0.3571
Implied Volatility (Calls)	0.6564
Implied Volatility (Puts)	0.9467
Implied Volatility (Mean)	0.8016
Put-Call Implied Volatility Ratio	1.4422
Implied Volatility Skew	-0.4784
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4577