Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 0.9402 for 2026-03-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5701
Historical Volatility (Parkinson)	0.4856
Implied Volatility (Calls)	0.7431
Implied Volatility (Puts)	0.6987
Implied Volatility (Mean)	0.7209
Put-Call Implied Volatility Ratio	0.9402
Implied Volatility Skew	0.1834
Option Statistics
Put-Call Ratio (Volume)	0.1154
Put-Call Ratio (Open Interest)	0.2063