Implied Volatility
The 30-day options-implied volatility of CONY / Tidal Trust II - YieldMax COIN Option Income Strategy ETF is 34.21.
34.21%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 0.34 | 0.40 | |
| 2025-09-08 | 0.33 | 0.41 | |
| 2025-09-05 | 0.35 | 0.41 | |
| 2025-09-04 | 0.33 | 0.41 | |
| 2025-09-03 | 0.39 | 0.46 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.37 | 0.46 | |
| 2025-08-29 | 0.41 | 0.77 | |
| 2025-08-28 | 0.40 | 0.77 | |
| 2025-08-27 | 0.42 | 0.78 | |
| 2025-08-26 | 0.39 | 0.77 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.44 | 0.77 | |
| 2025-08-22 | 0.47 | 0.73 | |
| 2025-08-21 | 0.49 | 0.76 | |
| 2025-08-20 | 0.27 | 0.75 | |
| 2025-08-19 | 0.39 | 0.74 |
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.
