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.

Franklin International Core Dividend Tilt Index ETF (DIVI) had 30-Day Put-Call Implied Volatility Ratio of 0.9752 for 2026-07-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1372
Historical Volatility (Parkinson)	0.0809
Implied Volatility (Calls)	0.1965
Implied Volatility (Puts)	0.1917
Implied Volatility (Mean)	0.1941
Put-Call Implied Volatility Ratio	0.9752
Implied Volatility Skew	0.0851
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--