Put-Call Implied Volatility Ratio (30-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 30-Day Put-Call Implied Volatility Ratio of 0.0666 for 2026-07-20.

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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0537
Historical Volatility (Parkinson)	0.0385
Implied Volatility (Calls)	2.9028
Implied Volatility (Puts)	0.1933
Implied Volatility (Mean)	1.5481
Put-Call Implied Volatility Ratio	0.0666
Implied Volatility Skew	0.1689
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000