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 Short N100 Option Income Strategy ETF (YQQQ) had 20-Day Implied Volatility Skew of 0.5093 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1337
Historical Volatility (Parkinson)	0.1026
Implied Volatility (Calls)	1.4810
Implied Volatility (Puts)	1.4757
Implied Volatility (Mean)	1.4783
Put-Call Implied Volatility Ratio	0.9964
Implied Volatility Skew	0.5093
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--