Implied Volatility (Calls) (20-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 20-Day Implied Volatility (Calls) of 0.3020 for 2026-06-03.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4178
Historical Volatility (Parkinson)	0.3530
Implied Volatility (Calls)	0.3020
Implied Volatility (Puts)	0.9384
Implied Volatility (Mean)	0.6202
Put-Call Implied Volatility Ratio	3.1073
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4138
Put-Call Ratio (Open Interest)	2.5592