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.

WisdomTree Dynamic International SmallCap Equity Fund (DDLS) had 20-Day Put-Call Implied Volatility Ratio of 1.0096 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1112
Historical Volatility (Parkinson)	0.0651
Implied Volatility (Calls)	0.1900
Implied Volatility (Puts)	0.1918
Implied Volatility (Mean)	0.1909
Put-Call Implied Volatility Ratio	1.0096
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--