Put-Call Implied Volatility Ratio (120-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 120-Day Put-Call Implied Volatility Ratio of 1.2725 for 2026-07-06.

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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0713
Historical Volatility (Parkinson)	0.0532
Implied Volatility (Calls)	0.2114
Implied Volatility (Puts)	0.2690
Implied Volatility (Mean)	0.2402
Put-Call Implied Volatility Ratio	1.2725
Implied Volatility Skew	0.0675
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000