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.

Coca-Cola Europacific Partners (CCEP) had 180-Day Put-Call Implied Volatility Ratio of 1.1628 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1676
Historical Volatility (Parkinson)	0.1599
Implied Volatility (Calls)	0.1850
Implied Volatility (Puts)	0.2152
Implied Volatility (Mean)	0.2001
Put-Call Implied Volatility Ratio	1.1628
Implied Volatility Skew	0.0367
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.9803
Forward Price	76.48
Call Breakeven Price	82.28
Put Breakeven Price	61.39
Option Breakeven Price	66.64