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 1.6372 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1072
Historical Volatility (Parkinson)	0.0702
Implied Volatility (Calls)	0.4005
Implied Volatility (Puts)	0.6557
Implied Volatility (Mean)	0.5281
Put-Call Implied Volatility Ratio	1.6372
Implied Volatility Skew	-0.4157
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000