Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of -0.0186 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)	0.4818
Implied Volatility (Puts)	0.4474
Implied Volatility (Mean)	0.4646
Put-Call Implied Volatility Ratio	0.9285
Implied Volatility Skew	-0.0186
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.6667