Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 0.9933 for 2026-05-21.

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Figures for 2026-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0655
Historical Volatility (Parkinson)	0.0518
Implied Volatility (Calls)	2.6683
Implied Volatility (Puts)	2.6506
Implied Volatility (Mean)	2.6594
Put-Call Implied Volatility Ratio	0.9933
Implied Volatility Skew	-0.3477
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000