Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0315 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4022
Historical Volatility (Parkinson)	0.3045
Implied Volatility (Calls)	0.4513
Implied Volatility (Puts)	0.3655
Implied Volatility (Mean)	0.4084
Put-Call Implied Volatility Ratio	0.8098
Implied Volatility Skew	0.0315
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3846