Put-Call Implied Volatility Ratio (30-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 30-Day Put-Call Implied Volatility Ratio of 0.7407 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)	0.4524
Historical Volatility (Parkinson)	0.3384
Implied Volatility (Calls)	0.8139
Implied Volatility (Puts)	0.6029
Implied Volatility (Mean)	0.7084
Put-Call Implied Volatility Ratio	0.7407
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.2857
Put-Call Ratio (Open Interest)	0.8492