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.

Franklin International Core Dividend Tilt Index ETF (DIVI) had 60-Day Put-Call Implied Volatility Ratio of 1.0089 for 2026-07-21.

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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1577
Historical Volatility (Parkinson)	0.1005
Implied Volatility (Calls)	0.1842
Implied Volatility (Puts)	0.1858
Implied Volatility (Mean)	0.1850
Put-Call Implied Volatility Ratio	1.0089
Implied Volatility Skew	0.0593
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000