Put-Call Implied Volatility Ratio (30-Day)

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

Banco Santander Chile (BSAC) had 30-Day Put-Call Implied Volatility Ratio of 1.6694 for 2022-10-05.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4301
Historical Volatility (Parkinson)	0.2987
Implied Volatility (Calls)	0.4957
Implied Volatility (Puts)	0.8275
Implied Volatility (Mean)	0.6616
Put-Call Implied Volatility Ratio	1.6694
Implied Volatility Skew	0.2100
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1751
Forward Price	15.18
Call Breakeven Price	15.65
Put Breakeven Price	13.80
Option Breakeven Price	15.40

Data from Quantcha