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.

Kurv Yield Premium Strategy Microsoft (MSFT) ETF (MSFY) had 30-Day Implied Volatility Skew of 0.0765 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3953
Historical Volatility (Parkinson)	0.2542
Implied Volatility (Calls)	0.6999
Implied Volatility (Puts)	0.6649
Implied Volatility (Mean)	0.6824
Put-Call Implied Volatility Ratio	0.9500
Implied Volatility Skew	0.0765
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--