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.

Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) had 90-Day Put-Call Implied Volatility Ratio of 0.7913 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.3613
Implied Volatility (Puts)	0.2859
Implied Volatility (Mean)	0.3236
Put-Call Implied Volatility Ratio	0.7913
Implied Volatility Skew	0.1424
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000