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.

SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) had 180-Day Put-Call Implied Volatility Ratio of 1.5836 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1819
Historical Volatility (Parkinson)	0.1299
Implied Volatility (Calls)	0.2936
Implied Volatility (Puts)	0.4650
Implied Volatility (Mean)	0.3793
Put-Call Implied Volatility Ratio	1.5836
Implied Volatility Skew	-0.0014
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0078