Put-Call Implied Volatility Ratio (20-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 20-Day Put-Call Implied Volatility Ratio of 1.0206 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1605
Historical Volatility (Parkinson)	0.0842
Implied Volatility (Calls)	0.1451
Implied Volatility (Puts)	0.1481
Implied Volatility (Mean)	0.1466
Put-Call Implied Volatility Ratio	1.0206
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4213
Put-Call Ratio (Open Interest)	1.1458
Forward Price	41.28
Call Breakeven Price	42.01
Put Breakeven Price	38.22
Option Breakeven Price	40.00