Put-Call Implied Volatility Ratio (30-Day)

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

Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) had 30-Day Put-Call Implied Volatility Ratio of 1.0502 for 2026-04-06.

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Figures for 2026-04-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3115
Historical Volatility (Parkinson)	0.2021
Implied Volatility (Calls)	0.5297
Implied Volatility (Puts)	0.5562
Implied Volatility (Mean)	0.5429
Put-Call Implied Volatility Ratio	1.0502
Implied Volatility Skew	0.0867
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000