Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) had 180-Day Put-Call Implied Volatility Ratio of 1.2696 for 2026-01-16.

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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2385
Historical Volatility (Parkinson)	0.0708
Implied Volatility (Calls)	0.2406
Implied Volatility (Puts)	0.3055
Implied Volatility (Mean)	0.2731
Put-Call Implied Volatility Ratio	1.2696
Implied Volatility Skew	0.0230
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000