Put-Call Implied Volatility Ratio (180-Day)

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

State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) had 180-Day Put-Call Implied Volatility Ratio of 1.3603 for 2026-09-03.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2805
Historical Volatility (Parkinson)	0.2051
Implied Volatility (Calls)	0.1958
Implied Volatility (Puts)	0.2664
Implied Volatility (Mean)	0.2311
Put-Call Implied Volatility Ratio	1.3603
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--