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.

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF (GUSH) had 20-Day Put-Call Implied Volatility Ratio of 1.1914 for 2026-07-21.

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Figures for 2026-07-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5109
Historical Volatility (Parkinson)	0.3992
Implied Volatility (Calls)	0.5944
Implied Volatility (Puts)	0.7082
Implied Volatility (Mean)	0.6513
Put-Call Implied Volatility Ratio	1.1914
Implied Volatility Skew	-0.0515
Option Statistics
Put-Call Ratio (Volume)	0.2304
Put-Call Ratio (Open Interest)	0.0802