Put-Call Implied Volatility Ratio (120-Day)

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

JPMorgan Diversified Return Emerging Markets Equity ETF (JPEM) had 120-Day Put-Call Implied Volatility Ratio of 1.3855 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1263
Historical Volatility (Parkinson)	0.0859
Implied Volatility (Calls)	0.1852
Implied Volatility (Puts)	0.2566
Implied Volatility (Mean)	0.2209
Put-Call Implied Volatility Ratio	1.3855
Implied Volatility Skew	0.0394
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--