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.

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) had 180-Day Put-Call Implied Volatility Ratio of 1.2338 for 2026-03-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2265
Historical Volatility (Parkinson)	0.1128
Implied Volatility (Calls)	0.2392
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2672
Put-Call Implied Volatility Ratio	1.2338
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--