Implied Volatility Skew (10-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 Tesla (TSLA) ETF (TSLP) had 10-Day Implied Volatility Skew of 0.1566 for 2026-09-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6218
Historical Volatility (Parkinson)	0.3106
Implied Volatility (Calls)	0.3501
Implied Volatility (Puts)	0.3465
Implied Volatility (Mean)	0.3483
Put-Call Implied Volatility Ratio	0.9897
Implied Volatility Skew	0.1566
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000