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.

iShares MSCI Emerging Markets ETF (EEM) had 90-Day Put-Call Implied Volatility Ratio of 1.3461 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1253
Historical Volatility (Parkinson)	0.0737
Implied Volatility (Calls)	0.1178
Implied Volatility (Puts)	0.1585
Implied Volatility (Mean)	0.1381
Put-Call Implied Volatility Ratio	1.3461
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8302
Put-Call Ratio (Open Interest)	0.9126
Forward Price	43.87
Call Breakeven Price	45.50
Put Breakeven Price	38.52
Option Breakeven Price	42.18