Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

iShares Russell 2000 ETF (IWM) had 10-Day Put-Call Implied Volatility Ratio of 1.0525 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2163
Historical Volatility (Parkinson)	0.1552
Implied Volatility (Calls)	0.2000
Implied Volatility (Puts)	0.2105
Implied Volatility (Mean)	0.2053
Put-Call Implied Volatility Ratio	1.0525
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2903
Put-Call Ratio (Open Interest)	1.4812
Forward Price	204.60
Call Breakeven Price	208.82
Put Breakeven Price	187.72
Option Breakeven Price	196.22