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.

iShares Russell 2000 ETF (IWM) had 30-Day Put-Call Implied Volatility Ratio of 1.1170 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1914
Historical Volatility (Parkinson)	0.1607
Implied Volatility (Calls)	0.1986
Implied Volatility (Puts)	0.2218
Implied Volatility (Mean)	0.2102
Put-Call Implied Volatility Ratio	1.1170
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.7034
Put-Call Ratio (Open Interest)	1.4178
Forward Price	196.84
Call Breakeven Price	213.66
Put Breakeven Price	183.65
Option Breakeven Price	196.60