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.

State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) had 30-Day Put-Call Implied Volatility Ratio of 1.0336 for 2026-03-27.

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Figures for 2026-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1381
Historical Volatility (Parkinson)	0.1377
Implied Volatility (Calls)	0.2506
Implied Volatility (Puts)	0.2590
Implied Volatility (Mean)	0.2548
Put-Call Implied Volatility Ratio	1.0336
Implied Volatility Skew	0.1201
Option Statistics
Put-Call Ratio (Volume)	1.6838
Put-Call Ratio (Open Interest)	0.5832