Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) had 10-Day Implied Volatility Skew of -0.0934 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.8749
Implied Volatility (Puts)	0.9107
Implied Volatility (Mean)	0.8928
Put-Call Implied Volatility Ratio	1.0409
Implied Volatility Skew	-0.0934
Option Statistics
Put-Call Ratio (Volume)	1.9643
Put-Call Ratio (Open Interest)	0.7895