Implied Volatility (Calls) (90-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Kurv Yield Premium Strategy Microsoft (MSFT) ETF (MSFY) had 90-Day Implied Volatility (Calls) of 0.5397 for 2026-06-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3390
Historical Volatility (Parkinson)	0.2091
Implied Volatility (Calls)	0.5397
Implied Volatility (Puts)	0.4624
Implied Volatility (Mean)	0.5011
Put-Call Implied Volatility Ratio	0.8568
Implied Volatility Skew	0.0743
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.1236