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.

State Street SPDR Bloomberg Convertible Securities ETF (CWB) had 20-Day Put-Call Implied Volatility Ratio of 0.4972 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1918
Historical Volatility (Parkinson)	0.1525
Implied Volatility (Calls)	0.2580
Implied Volatility (Puts)	0.1283
Implied Volatility (Mean)	0.1932
Put-Call Implied Volatility Ratio	0.4972
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	333.9476