Put-Call Implied Volatility Ratio (120-Day)
Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.
W.W. Grainger, Inc. (GWW) had 120-Day Put-Call Implied Volatility Ratio of 1.0023 for 2026-01-20.
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