Implied Volatility (Calls) (120-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

YieldMax MSTR Short Option Income Strategy ETF (WNTR) had 120-Day Implied Volatility (Calls) of 0.2732 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6671
Historical Volatility (Parkinson)	0.5139
Implied Volatility (Calls)	0.2732
Implied Volatility (Puts)	1.0848
Implied Volatility (Mean)	0.6790
Put-Call Implied Volatility Ratio	3.9710
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6492