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.

Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) had 10-Day Put-Call Implied Volatility Ratio of 1.5885 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1066
Historical Volatility (Parkinson)	0.0782
Implied Volatility (Calls)	0.7563
Implied Volatility (Puts)	1.2014
Implied Volatility (Mean)	0.9788
Put-Call Implied Volatility Ratio	1.5885
Implied Volatility Skew	0.0468
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	20.0000