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 -0.1756 for 2025-10-01.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5105
Historical Volatility (Parkinson)	0.3655
Implied Volatility (Calls)	0.3899
Implied Volatility (Puts)	0.9444
Implied Volatility (Mean)	0.6672
Put-Call Implied Volatility Ratio	2.4222
Implied Volatility Skew	-0.1756
Option Statistics
Put-Call Ratio (Volume)	0.6000
Put-Call Ratio (Open Interest)	1.3548