Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

YieldMax NVDA Option Income Strategy ETF (NVDY) had 30-Day Implied Volatility (Mean) of 0.4268 for 2025-02-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7839
Historical Volatility (Parkinson)	0.3993
Implied Volatility (Calls)	0.2852
Implied Volatility (Puts)	0.5684
Implied Volatility (Mean)	0.4268
Put-Call Implied Volatility Ratio	1.9931
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6948
Put-Call Ratio (Open Interest)	0.8400