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.

State Street SPDR Bloomberg International Treasury Bond ETF (BWX) had 180-Day Put-Call Implied Volatility Ratio of 1.2974 for 2026-07-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0830
Historical Volatility (Parkinson)	0.0604
Implied Volatility (Calls)	0.2564
Implied Volatility (Puts)	0.3326
Implied Volatility (Mean)	0.2945
Put-Call Implied Volatility Ratio	1.2974
Implied Volatility Skew	0.0250
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000