Implied Volatility (Mean) (180-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) had 180-Day Implied Volatility (Mean) of 0.6246 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1569
Implied Volatility (Puts)	1.0923
Implied Volatility (Mean)	0.6246
Put-Call Implied Volatility Ratio	6.9604
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1068