Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) had 10-Day Put-Call Implied Volatility Ratio of 1.2245 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)	0.4826
Historical Volatility (Parkinson)	0.4250
Implied Volatility (Calls)	0.7465
Implied Volatility (Puts)	0.9141
Implied Volatility (Mean)	0.8303
Put-Call Implied Volatility Ratio	1.2245
Implied Volatility Skew	0.1507
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	1.0000