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.

State Street SPDR Bloomberg Investment Grade Floating Rate ETF (FLRN) had 20-Day Put-Call Implied Volatility Ratio of 0.4592 for 2026-03-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0183
Historical Volatility (Parkinson)	0.0073
Implied Volatility (Calls)	0.4379
Implied Volatility (Puts)	0.2011
Implied Volatility (Mean)	0.3195
Put-Call Implied Volatility Ratio	0.4592
Implied Volatility Skew	-0.1538
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000