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 MRNA Option Income Strategy ETF (MRNY) had 30-Day Implied Volatility Skew of -0.1360 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)	0.6769
Historical Volatility (Parkinson)	0.6616
Implied Volatility (Calls)	0.7972
Implied Volatility (Puts)	1.2371
Implied Volatility (Mean)	1.0171
Put-Call Implied Volatility Ratio	1.5518
Implied Volatility Skew	-0.1360
Option Statistics
Put-Call Ratio (Volume)	0.2442
Put-Call Ratio (Open Interest)	1.3059