Put-Call Implied Volatility Ratio (20-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 20-Day Put-Call Implied Volatility Ratio of 3.0227 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1146
Historical Volatility (Parkinson)	0.0624
Implied Volatility (Calls)	0.4481
Implied Volatility (Puts)	1.3544
Implied Volatility (Mean)	0.9012
Put-Call Implied Volatility Ratio	3.0227
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	75.5000