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.

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 30-Day Put-Call Implied Volatility Ratio of 0.8531 for 2026-10-19.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0895
Historical Volatility (Parkinson)	0.0646
Implied Volatility (Calls)	0.3176
Implied Volatility (Puts)	0.2710
Implied Volatility (Mean)	0.2943
Put-Call Implied Volatility Ratio	0.8531
Implied Volatility Skew	0.0288
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--