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 Dow Jones Industrial Average ETF Trust (DIA) had 20-Day Put-Call Implied Volatility Ratio of 1.0045 for 2026-11-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-11-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2213
Historical Volatility (Parkinson)	0.1368
Implied Volatility (Calls)	0.1885
Implied Volatility (Puts)	0.1894
Implied Volatility (Mean)	0.1890
Put-Call Implied Volatility Ratio	1.0045
Implied Volatility Skew	0.1085
Option Statistics
Put-Call Ratio (Volume)	0.6655
Put-Call Ratio (Open Interest)	1.7143