Put-Call Implied Volatility Ratio (120-Day)

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

iShares MSCI Emerging Markets ETF (EEM) had 120-Day Put-Call Implied Volatility Ratio of 1.3771 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1300
Historical Volatility (Parkinson)	0.0750
Implied Volatility (Calls)	0.1179
Implied Volatility (Puts)	0.1623
Implied Volatility (Mean)	0.1401
Put-Call Implied Volatility Ratio	1.3771
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0153
Put-Call Ratio (Open Interest)	1.4957
Forward Price	43.95
Call Breakeven Price	45.13
Put Breakeven Price	36.83
Option Breakeven Price	40.22