Put-Call Implied Volatility Ratio (10-Day)

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

iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) had 10-Day Put-Call Implied Volatility Ratio of 0.9086 for 2026-09-02.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-09-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1242
Historical Volatility (Parkinson)	0.1286
Implied Volatility (Calls)	0.2035
Implied Volatility (Puts)	0.1849
Implied Volatility (Mean)	0.1942
Put-Call Implied Volatility Ratio	0.9086
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.1250