Implied Volatility (Puts) (10-Day)

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

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) had 10-Day Implied Volatility (Puts) of 0.1137 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1260
Historical Volatility (Parkinson)	0.1514
Implied Volatility (Calls)	0.1972
Implied Volatility (Puts)	0.1137
Implied Volatility (Mean)	0.1554
Put-Call Implied Volatility Ratio	0.5766
Implied Volatility Skew	0.3047
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6894