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 Russell 2000 ETF (IWM) had 20-Day Put-Call Implied Volatility Ratio of 1.0522 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1822
Historical Volatility (Parkinson)	0.1705
Implied Volatility (Calls)	0.2009
Implied Volatility (Puts)	0.2114
Implied Volatility (Mean)	0.2062
Put-Call Implied Volatility Ratio	1.0522
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1303
Put-Call Ratio (Open Interest)	1.7918
Forward Price	200.39
Call Breakeven Price	212.33
Put Breakeven Price	186.51
Option Breakeven Price	195.88