Historical Volatility (Parkinson) (90-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

YieldMax MRNA Option Income Strategy ETF (MRNY) had 90-Day Historical Volatility (Parkinson) of 0.4880 for 2026-01-21.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6328
Historical Volatility (Parkinson)	0.4880
Implied Volatility (Calls)	0.6793
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.7857
Put-Call Ratio (Open Interest)	1.6099