Put-Call Implied Volatility Ratio (10-Day)

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

KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) had 10-Day Put-Call Implied Volatility Ratio of 0.6940 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)	0.5450
Implied Volatility (Puts)	0.3782
Implied Volatility (Mean)	0.4616
Put-Call Implied Volatility Ratio	0.6940
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--