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 JPM Option Income Strategy ETF (JPMO) had 20-Day Implied Volatility Skew of 0.2676 for 2025-06-13.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1141
Historical Volatility (Parkinson)	0.0983
Implied Volatility (Calls)	1.1353
Implied Volatility (Puts)	1.7829
Implied Volatility (Mean)	1.4591
Put-Call Implied Volatility Ratio	1.5704
Implied Volatility Skew	0.2676
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7500