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.

JPMorgan Diversified Return International Equity ETF (JPIN) had 20-Day Put-Call Implied Volatility Ratio of 1.0307 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1396
Historical Volatility (Parkinson)	0.0697
Implied Volatility (Calls)	0.2029
Implied Volatility (Puts)	0.2092
Implied Volatility (Mean)	0.2061
Put-Call Implied Volatility Ratio	1.0307
Implied Volatility Skew	0.1461
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--