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.

YieldMax Ultra Option Income Strategy ETF (ULTY) had 10-Day Implied Volatility Skew of -0.2017 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1294
Historical Volatility (Parkinson)	0.1289
Implied Volatility (Calls)	0.1361
Implied Volatility (Puts)	0.4898
Implied Volatility (Mean)	0.3130
Put-Call Implied Volatility Ratio	3.5978
Implied Volatility Skew	-0.2017
Option Statistics
Put-Call Ratio (Volume)	0.1471
Put-Call Ratio (Open Interest)	0.9831