Put-Call Implied Volatility Ratio (180-Day)

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

Amplify CWP International Enhanced Dividend Income ETF (IDVO) had 180-Day Put-Call Implied Volatility Ratio of 0.9555 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1257
Historical Volatility (Parkinson)	0.1035
Implied Volatility (Calls)	0.2275
Implied Volatility (Puts)	0.2174
Implied Volatility (Mean)	0.2225
Put-Call Implied Volatility Ratio	0.9555
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6735
Put-Call Ratio (Open Interest)	3.0000