Put-Call Implied Volatility Ratio (60-Day)

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

Ituran Location and Control Ltd. (ITRN) had 60-Day Put-Call Implied Volatility Ratio of 0.9495 for 2022-12-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-12-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1642
Historical Volatility (Parkinson)	0.2489
Implied Volatility (Calls)	0.3762
Implied Volatility (Puts)	0.3572
Implied Volatility (Mean)	0.3667
Put-Call Implied Volatility Ratio	0.9495
Implied Volatility Skew	0.1348
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	21.7531
Forward Price	26.05
Call Breakeven Price	25.48
Put Breakeven Price	22.21
Option Breakeven Price	22.24

Data from Quantcha