Historical Volatility (Parkinson) (20-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 Target 12 Semiconductor Option Income ETF (SOXY) had 20-Day Historical Volatility (Parkinson) of 0.1466 for 2026-01-20.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2776
Historical Volatility (Parkinson)	0.1466
Implied Volatility (Calls)	0.3398
Implied Volatility (Puts)	0.3004
Implied Volatility (Mean)	0.3201
Put-Call Implied Volatility Ratio	0.8839
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1667