Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of -0.0392 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	1.8818
Historical Volatility (Parkinson)	0.7576
Implied Volatility (Calls)	0.5940
Implied Volatility (Puts)	0.9828
Implied Volatility (Mean)	0.7884
Put-Call Implied Volatility Ratio	1.6545
Implied Volatility Skew	-0.0392
Option Statistics
Put-Call Ratio (Volume)	0.2000
Put-Call Ratio (Open Interest)	2.0363