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.

iShares Future Metaverse Tech and Communications ETF (IVRS) had 20-Day Put-Call Implied Volatility Ratio of 1.0132 for 2025-06-13.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1252
Historical Volatility (Parkinson)	0.0241
Implied Volatility (Calls)	1.8488
Implied Volatility (Puts)	1.8732
Implied Volatility (Mean)	1.8610
Put-Call Implied Volatility Ratio	1.0132
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--