Put-Call Implied Volatility Ratio (180-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 180-Day Put-Call Implied Volatility Ratio of 1.1393 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0635
Historical Volatility (Parkinson)	0.0517
Implied Volatility (Calls)	0.1713
Implied Volatility (Puts)	0.1951
Implied Volatility (Mean)	0.1832
Put-Call Implied Volatility Ratio	1.1393
Implied Volatility Skew	0.0231
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0886