Put-Call Implied Volatility Ratio (60-Day)

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

KraneShares California Carbon Allowance Strategy ETF (KCCA) had 60-Day Put-Call Implied Volatility Ratio of 1.8500 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.3365
Implied Volatility (Puts)	0.6226
Implied Volatility (Mean)	0.4796
Put-Call Implied Volatility Ratio	1.8500
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0876