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.

JPMorgan Diversified Return Emerging Markets Equity ETF (JPEM) had 30-Day Put-Call Implied Volatility Ratio of 1.0581 for 2025-05-30.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0985
Historical Volatility (Parkinson)	0.0612
Implied Volatility (Calls)	0.2013
Implied Volatility (Puts)	0.2130
Implied Volatility (Mean)	0.2071
Put-Call Implied Volatility Ratio	1.0581
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--