Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 0.9850 for 2026-05-11.

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Figures for 2026-05-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1520
Historical Volatility (Parkinson)	0.1089
Implied Volatility (Calls)	0.1566
Implied Volatility (Puts)	0.1543
Implied Volatility (Mean)	0.1554
Put-Call Implied Volatility Ratio	0.9850
Implied Volatility Skew	0.0624
Option Statistics
Put-Call Ratio (Volume)	1.4087
Put-Call Ratio (Open Interest)	2.4406