Implied Volatility (Mean) (20-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.

Kurv Yield Premium Strategy Microsoft (MSFT) ETF (MSFY) had 20-Day Implied Volatility (Mean) of 0.3774 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1146
Historical Volatility (Parkinson)	0.0623
Implied Volatility (Calls)	0.3387
Implied Volatility (Puts)	0.4162
Implied Volatility (Mean)	0.3774
Put-Call Implied Volatility Ratio	1.2289
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000