Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

YieldMax MRNA Option Income Strategy ETF (MRNY) had 10-Day Implied Volatility Skew of 0.8417 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4275
Historical Volatility (Parkinson)	0.3855
Implied Volatility (Calls)	0.6702
Implied Volatility (Puts)	0.6893
Implied Volatility (Mean)	0.6797
Put-Call Implied Volatility Ratio	1.0285
Implied Volatility Skew	0.8417
Option Statistics
Put-Call Ratio (Volume)	0.2222
Put-Call Ratio (Open Interest)	1.9000