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 Crypto Industry & Tech Portfolio Option Income ETF (LFGY) had 30-Day Implied Volatility Skew of -0.0161 for 2025-10-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-10-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4055
Historical Volatility (Parkinson)	0.3216
Implied Volatility (Calls)	0.2508
Implied Volatility (Puts)	0.4943
Implied Volatility (Mean)	0.3726
Put-Call Implied Volatility Ratio	1.9709
Implied Volatility Skew	-0.0161
Option Statistics
Put-Call Ratio (Volume)	2.6000
Put-Call Ratio (Open Interest)	0.2491