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.

YieldMax TSLA Option Income Strategy ETF (TSLY) had 20-Day Implied Volatility Skew of 0.1174 for 2026-07-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4790
Historical Volatility (Parkinson)	0.3668
Implied Volatility (Calls)	0.4174
Implied Volatility (Puts)	0.3461
Implied Volatility (Mean)	0.3818
Put-Call Implied Volatility Ratio	0.8290
Implied Volatility Skew	0.1174
Option Statistics
Put-Call Ratio (Volume)	0.0476
Put-Call Ratio (Open Interest)	1.3951