Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 1.0062 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)	0.0906
Historical Volatility (Parkinson)	0.0658
Implied Volatility (Calls)	0.0898
Implied Volatility (Puts)	0.0904
Implied Volatility (Mean)	0.0901
Put-Call Implied Volatility Ratio	1.0062
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0993