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.

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares (DRIP) had 30-Day Put-Call Implied Volatility Ratio of 1.0831 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5545
Historical Volatility (Parkinson)	0.4330
Implied Volatility (Calls)	0.5657
Implied Volatility (Puts)	0.6127
Implied Volatility (Mean)	0.5892
Put-Call Implied Volatility Ratio	1.0831
Implied Volatility Skew	-0.0464
Option Statistics
Put-Call Ratio (Volume)	0.0295
Put-Call Ratio (Open Interest)	0.0875