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 1.1148 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1189
Historical Volatility (Parkinson)	0.0617
Implied Volatility (Calls)	0.1909
Implied Volatility (Puts)	0.2128
Implied Volatility (Mean)	0.2018
Put-Call Implied Volatility Ratio	1.1148
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--