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 JP Option Income Strategy ETF (JPO) had 30-Day Implied Volatility Skew of 0.3076 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1822
Historical Volatility (Parkinson)	0.1688
Implied Volatility (Calls)	0.3964
Implied Volatility (Puts)	0.3933
Implied Volatility (Mean)	0.3949
Put-Call Implied Volatility Ratio	0.9921
Implied Volatility Skew	0.3076
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--