Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 180-Day Put-Call Implied Volatility Ratio of 1.1965 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1011
Historical Volatility (Parkinson)	0.0682
Implied Volatility (Calls)	0.2232
Implied Volatility (Puts)	0.2670
Implied Volatility (Mean)	0.2451
Put-Call Implied Volatility Ratio	1.1965
Implied Volatility Skew	0.0310
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--