Put-Call Implied Volatility Ratio (20-Day)

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

Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU) had 20-Day Put-Call Implied Volatility Ratio of 0.8715 for 2026-03-06.

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3346
Historical Volatility (Parkinson)	0.1890
Implied Volatility (Calls)	0.5481
Implied Volatility (Puts)	0.4777
Implied Volatility (Mean)	0.5129
Put-Call Implied Volatility Ratio	0.8715
Implied Volatility Skew	0.1152
Option Statistics
Put-Call Ratio (Volume)	0.4749
Put-Call Ratio (Open Interest)	0.1045