Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0014 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.4542
Implied Volatility (Puts)	0.3899
Implied Volatility (Mean)	0.4221
Put-Call Implied Volatility Ratio	0.8586
Implied Volatility Skew	0.0014
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0000