Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) had 30-Day Implied Volatility (Puts) of 0.6557 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3340
Historical Volatility (Parkinson)	0.2498
Implied Volatility (Calls)	0.3929
Implied Volatility (Puts)	0.6557
Implied Volatility (Mean)	0.5243
Put-Call Implied Volatility Ratio	1.6691
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1233