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.
GraniteShares 2x Long META Daily ETF (FBL) had 180-Day Put-Call Implied Volatility Ratio of 1.1361 for 2026-02-20.
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