Implied Volatility
The 30-day options-implied volatility of BIGY / Tidal Trust II - YieldMax Target 12 Big 50 Option Income ETF is 21.60.
21.60%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 0.22 | 0.09 | |
| 2025-09-09 | 0.24 | 0.09 | |
| 2025-09-08 | 0.24 | 0.10 | |
| 2025-09-05 | 0.23 | 0.10 | |
| 2025-09-04 | 0.24 | 0.09 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 0.25 | 0.09 | |
| 2025-09-02 | 0.25 | 0.10 | |
| 2025-08-29 | 0.23 | 0.11 | |
| 2025-08-28 | 0.19 | 0.11 | |
| 2025-08-27 | 0.21 | 0.11 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 0.23 | 0.11 | |
| 2025-08-25 | 0.23 | 0.11 | |
| 2025-08-22 | 0.23 | 0.10 | |
| 2025-08-21 | 0.24 | 0.10 | |
| 2025-08-20 | 0.23 | 0.10 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
