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.

iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) had 30-Day Put-Call Implied Volatility Ratio of 1.0959 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1665
Historical Volatility (Parkinson)	0.0743
Implied Volatility (Calls)	0.2071
Implied Volatility (Puts)	0.2269
Implied Volatility (Mean)	0.2170
Put-Call Implied Volatility Ratio	1.0959
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	--