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 10+ Year Investment Grade Corporate Bond ETF (IGLB) had 10-Day Put-Call Implied Volatility Ratio of 2.1205 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0896
Historical Volatility (Parkinson)	0.0548
Implied Volatility (Calls)	0.0892
Implied Volatility (Puts)	0.1891
Implied Volatility (Mean)	0.1391
Put-Call Implied Volatility Ratio	2.1205
Implied Volatility Skew	0.0650
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5128