Implied Volatility (Mean) (60-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

YieldMax MSFT Option Income Strategy ETF (MSFO) had 60-Day Implied Volatility (Mean) of 0.2349 for 2025-06-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2883
Historical Volatility (Parkinson)	0.2037
Implied Volatility (Calls)	0.2407
Implied Volatility (Puts)	0.2290
Implied Volatility (Mean)	0.2349
Put-Call Implied Volatility Ratio	0.9512
Implied Volatility Skew	-0.0019
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2499