Put-Call Ratio (Open Interest) (120-Day)

Put-Call Ratio (Open Interest): The ratio of outstanding put contracts to outstanding call contracts at the close of the trading day, for options with the relevant expiration date.

Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) had 120-Day Put-Call Ratio (Open Interest) of 0.2504 for 2026-01-16.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0523
Historical Volatility (Parkinson)	0.0462
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2154
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	0.0532
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2504